Research Abstracts and Citations Search Results

313 results returned.

Title Author(s) Publication Information
"Competition under time-varying demands and dynamic lot sizing costs"
Joern Meissner

Naval Research Logistics, 2009

Type: Journal article

"Going Bunkers: The Joint Route Selection and Refueling Problem"
Sergei Savin

Manufacturing & Service Operations Management, 2009

Type: Journal article

"Understanding index option returns"
Mikhail Chernov

Review of Financial Studies, 2009

Type: Journal article

"Woodroofe's one-armed bandit problem revisited"
Alexander Goldenshluger

Annals of Applied Probability, 2009

Type: Journal article

"The effect of jumps and discrete sampling on volatility and variance swaps"
Ashish Jain

International Journal of Theoretical and Applied Finance, 2008

Type: Journal article

"Dynamic pricing and lead-time quotation for a multiclass make-to-order queue"
Sabri Celik

Management Science, 2008

Type: Journal article

"Strategic capacity rationing to induce early purchases"
Qian Liu

Management Science, 2008

Type: Journal article

"Bounding stationary expectations of Markov processes"
Peter Glynn

IMS Collections, 2008

Type: Journal article

"Change-point estimation from indirect observations. 1. Minimax complexity"
Alexander Goldenshluger
A. Juditsky
A. Tsybakov

2008

Type: Journal article

"Change-point estimation from indirect observations. 2. Adaptation"
Alexander Goldenshluger
A. Juditsky
A. Tsybakov

2008

Type: Journal article