Research Abstracts and Citations Search Results

315 results returned.

Title Author(s) Publication Information
"Exact Simulation of Option Greeks Under Stochastic Volatility and Jump Diffusion Models"
O. Kaya

Proceedings of the 2004 Winter Simulation Conference, 2004

Type: Chapter

"The Role of Risk Perception in Risk Management Decisions: Who's Afraid of a Poor Old-Age?"

Pension Design and Structure: New Lessons from Behavioral Finance, 2004

Type: Chapter

"Extreme events and multi-name credit derivatives"
Roy Mashal
Marco Naldi

Credit Derivatives: The Definitive Guide, 2003

Type: Chapter

"Information sharing and supply chain coordination"

Handbooks in Operations Research and Management Science: Supply Chain Management: Design, Coordination and Operation, 2003

Type: Chapter

"Monte Carlo methods for security pricing"
Phelim Boyle

Option Pricing, Interest Rates and Risk Management, 2001

Type: Chapter

"American options on dividend-paying assets"
Jerome Detemple

Topology and Markets, 1999

Type: Chapter

"The benefits of design for postponement"
Yossi Aviv

Quantitative Models for Supply Chain Management, 1999

Type: Chapter

"A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing"
Peter Acworth

Monte Carlo and quasi-Monte Carlo methods 1996, 1998

Type: Chapter

"Recent advances in numerical methods for pricing derivative securities"
Jerome Detemple

Numerical Methods in Finance, 1997

Type: Chapter

"Resolving paradoxical centipedes behavioristically or by unilateral pre-donations"
Murat Sertel

Game Theory and Economic Applications, 1992

Type: Chapter