|
"Monte Carlo Methods for Security Pricing"
|
Phelim Boyle
|
Journal of Economic Dynamics and Control,
1997
Type: Journal article
|
|
|
"One-warehouse multiretailer systems with centralized stock information"
|
Yu-Sheng Zheng
|
Operations Research,
1997
Type: Journal article
|
|
|
"Pricing American-Style Securities Using Simulation"
|
|
Journal of Economic Dynamics and Control,
1997
Type: Journal article
|
|
|
"Probabilistic Analysis of a Combined Aggregation and Math Programming Heuristic for a General Class of Vehicle Routing and Scheduling Problems"
|
|
Management Science,
1997
Type: Journal article
|
|
|
"The Implications of First-Order Risk Aversion for Asset Market Risk Premiums"
|
David Marshall
|
Journal of Monetary Economics,
1997
Type: Journal article
|
|
|
"The Valuation of American Options on Multiple Assets"
|
Jerome Detemple
|
Mathematical Finance,
1997
Type: Journal article
|
|
|
"American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods"
|
|
Review of Financial Studies,
1996
Type: Journal article
|
|
|
"An Argument Against Hedging by Matching the Currencies of Costs and Revenues"
|
|
Journal of Applied Corporate Finance,
1996
Type: Journal article
|
|
|
"Estimating Security Price Derivatives Using Simulation"
|
|
Management Science,
1996
Type: Journal article
|
|
|
"Partial quality management: An essay"
|
|
Production and Operations Management,
1995
Type: Journal article
|
|
