Narrow search
Showing 1 - 10 of 1,775
Cover Image
Hedging with an edge : parametric currency overlay
Barroso, Pedro; Reichenecker, Jurij-Andrei; Menichetti, … - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 669-689
Persistent link: https://www.econbiz.de/10012821248
Cover Image
Contingent capital with a capital-ratio trigger
Glasserman, Paul; Nouri, Behzad - In: Management science : journal of the Institute for … 58 (2012) 10, pp. 1816-1833
Persistent link: https://www.econbiz.de/10009664658
Cover Image
A new predictor of U.S. real economic activity : the S&P 500 option implied risk aversion
Faccini, Renato; Konstantinidi, Eirini; Skiadopoulos, George - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4927-4949
Persistent link: https://www.econbiz.de/10012118146
Cover Image
Option pricing with stochastic volatility : information-time vs. calendar-time
Chang, Carolyn C. W. - In: Management science : journal of the Institute for … 42 (1996) 7, pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
Cover Image
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.; Kau, James B.; Keenan, Donald C.; … - In: Management science : journal of the Institute for … 41 (1995) 12, pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
Cover Image
Valuing risky projects : option pricing theory and decision analysis
Smith, James E. - In: Management science : journal of the Institute for … 41 (1995) 5, pp. 758-816
Persistent link: https://www.econbiz.de/10001183604
Cover Image
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
Cover Image
Discriminatory pricing of over-the-counter derivatives
Hau, Harald; Hoffmann, Peter; Langfield, Sam; Timmer, … - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6660-6677
Persistent link: https://www.econbiz.de/10012703699
Cover Image
Heuristics based on spacefilling curves for combinatorial problems in Euclidean space
Bartholdi, John J.; Platzman, Loren K. - In: Management science : journal of the Institute for … 34 (1988) 3, pp. 291-305
Persistent link: https://www.econbiz.de/10003482411
Cover Image
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