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~person:"Itkin, Andrey"
~person:"Liu, Shudong"
~source:"econis"
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Itkin, Andrey
Liu, Shudong
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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
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2
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:
3
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:
4
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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