|
"Dynamic pricing when customers strategically time their purchase: Asymptotic optimality of a two-price policy"
|
Matulya Bansal
|
Journal of Revenue and Pricing Management,
2009
Type: Journal article
|
|
|
"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
|
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