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Biggerstaff, Lee; Cicero, David C.; Puckett, Andy - In: Management science : journal of the Institute for … 63 (2017) 7, pp. 2302-2322

Persistent link: https://www.econbiz.de/10011729381

The threat of exclusion and implicit contracting

Brown, Martin; Serra-Garcia, Marta - In: Management science : journal of the Institute for … 63 (2017) 12, pp. 4081-4100

Persistent link: https://www.econbiz.de/10011785125

The product market impact of minority stake acquisitions

Nain, Amrita; Wang, Yan - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 825-844

Persistent link: https://www.econbiz.de/10011823149

Investor horizon and the life cycle of innovative firms : evidence from venture capital

Barrot, Jean-Noël - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3021-3043

Persistent link: https://www.econbiz.de/10011748907

Adverse incentives in crowdfunding

Hildebrand, Thomas; Puri, Manju; Rocholl, Jörg - In: Management science : journal of the Institute for … 63 (2017) 3, pp. 587-608

Persistent link: https://www.econbiz.de/10011656320

Interest rate volatility and no-arbitrage affine term structure models

Joslin, Scott; Le, Anh - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7391-7416

Persistent link: https://www.econbiz.de/10012815286

The financialization of storable commodities

Baker, Steven D. - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 471-499

Persistent link: https://www.econbiz.de/10012435302

The term structures of coentropy in international financial markets

Chabi-Yo, Fousseni; Colacito, Riccardo - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3541-3558

Persistent link: https://www.econbiz.de/10012062682

Speculation and the bond market : an empirical no-arbitrage framework

Barillas, Francisco; Nimark, Kristoffer P. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4179-4203

Persistent link: https://www.econbiz.de/10012118552

Dynamic Programming Approach for Valuing Options in the GARCH Model

Ben-Ameur, Hatem; Breton, Michèle; Martinez, Juan-Manuel - In: Management Science 55 (2009) 2, pp. 252-266

In this paper, we develop an efficient algorithm to value options under discrete-time GARCH processes. We propose a procedure based on dynamic programming coupled with piecewise polynomial approximation to compute the value of a given option, at all observation dates and levels of the state...

Persistent link: https://www.econbiz.de/10009197763