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A parametric approach o stochastic dominance : the lognormal case
Kroll, Yoram; Levy, Haim - In: Management science : journal of the Institute for … 32 (1986) 3, pp. 283-288
Persistent link: https://www.econbiz.de/10003609706
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Multinomial approximating models for options with k state variables
Kamrad, Bardia - In: Management science : journal of the Institute for … 37 (1991) 12, pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
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The price of the smile and variance risk premia
Gruber, Peter H.; Tebaldi, Claudio; Trojani, Fabio - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
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Revisiting almost second-degree stochastic dominance
Tzeng, Larry Y.; Huang, Rachel J.; Shih, Pai-ta - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1250-1254
Persistent link: https://www.econbiz.de/10009751102
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Dynamic pricing of relocating resources in large networks
Balseiro, Santiago R.; Brown, David B.; Chen, Chen - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4075-4094
Persistent link: https://www.econbiz.de/10012623908
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A partitioning algorithm for Markov decision processes with applications to market microstructure
Chen, Ningyuan; Kou, Steven; Wang, Chun - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 784-803
Persistent link: https://www.econbiz.de/10011823146
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Bootstrapped insights into empirical applications of stochastic dominance
Nelson, Ray D. - In: Management science : journal of the Institute for … 37 (1991) 9, pp. 1182-1194
Persistent link: https://www.econbiz.de/10001112398
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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The optimality od (s, S) policies for a stochastic inventory problem with proportional and lump-sum penalty cost
Aneja, Yash; Noori, A. Hamid - In: Management science : journal of the Institute for … 33 (1987) 6, pp. 750-755
Persistent link: https://www.econbiz.de/10003470607