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Option pricing under a mixed-exponential jump diffusion model
Cai, Ning; Kou, Steven - In: Management science : journal of the Institute for … 57 (2011) 11, pp. 2067-2081
Persistent link: https://www.econbiz.de/10009406274
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Valuing Asian and portfolio options by conditioning on the geometric mean price
Curran, Michael - In: Management science : journal of the Institute for … 40 (1994) 12, pp. 1705-1711
Persistent link: https://www.econbiz.de/10001176662
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The optimality of call provision terms
Powers, Eric - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6581-6601
Persistent link: https://www.econbiz.de/10012666730
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The distribution of the sample minimum-variance frontier
Kan, Raymond; Smith, Daniel R. - In: Management science : journal of the Institute for … 54 (2008) 7, pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
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The impact of prior decisions on subsequent valuations in a costly contemplation model
Ofek, Elie; Yildiz, Muhamet; Haruvy, Ernan - In: Management science : journal of the Institute for … 53 (2007) 8, pp. 1217-1233
Persistent link: https://www.econbiz.de/10003581619
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Ambiguity attitudes in a large representative sample
Dimmock, Stephen G.; Kouwenberg, Roy; Wakker, Peter P. - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1363-1380
Persistent link: https://www.econbiz.de/10011487488
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Multidimensional Ellsberg
Eliaz, Kfir; Ortoleva, Pietro - In: Management science : journal of the Institute for … 62 (2016) 8, pp. 2179-2197
Persistent link: https://www.econbiz.de/10011539488
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Decision making under uncertainty when preference information is incomplete
Armbruster, Benjamin; Delage, Erick - In: Management science : journal of the Institute for … 61 (2015) 1, pp. 111-128
Persistent link: https://www.econbiz.de/10010496061
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Experiments on compound risk in relation to simple risk and to ambiguity
Abdellaoui, Mohammed; Klibanoff, Peter; Placido, Lætitia - In: Management science : journal of the Institute for … 61 (2015) 6, pp. 1306-1322
Persistent link: https://www.econbiz.de/10011293388
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Multiple beliefs, dominance and dynamic consistency
Ekholm, Tommi; Baker, Erin - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 529-540
Persistent link: https://www.econbiz.de/10012821213