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~person:"Ang, Marcus"
~person:"Itkin, Andrey"
~person:"Liu, Shudong"
~source:"econis"
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Ang, Marcus
Itkin, Andrey
Liu, Shudong
Dong, Chaohua
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An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
2
Closed-form
approximations for optimal (r, q) and (S, T) policies in a parallel processing environment
Ang, Marcus
;
Sigman, Karl
;
Song, Jing-Sheng
;
Zhang, Hanqin
- In:
Operations research
65
(
2017
)
5
,
pp. 1414-1428
Persistent link: https://www.econbiz.de/10011757575
Saved in:
3
An efficient inventory rationing strategy for systems with two demand classes and backordering
Liu, Shudong
;
Zhang, Changyong
- In:
International journal of production research
53
(
2015
)
20
,
pp. 6136-6142
Persistent link: https://www.econbiz.de/10011421755
Saved in:
4
Multi-class dynamic inventory rationing with stochastic demands and backordering
Liu, Shudong
;
Song, Miao
;
Tan, Kok Choon
;
Zhang, Changyong
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 153-163
Persistent link: https://www.econbiz.de/10010531962
Saved in:
5
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
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