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Loss functions in option valuation : a framework for selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
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Differences in trading and pricing between stock and index options
Lemmon, Michael L.; Ni, Sophie Xiaoyan - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
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Index option trading activity and market returns
Chordia, Tarun; Kurov, Alexander; Muravyev, Dmitriy; … - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
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On the nature of (jump) skewness risk premia
Orłowski, Piotr; Schneider, Paul; Trojani, Fabio - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
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Responding to unexpected overloads in large-scale service systems
Perry, Ohad; Whitt, Ward - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1353-1367
Persistent link: https://www.econbiz.de/10003885438
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Bias and variance approximation in value function estimates
Mannor, Shie; Simester, Duncan; Sun, Peng; Tsitsiklis, … - In: Management science : journal of the Institute for … 53 (2007) 2, pp. 308-322
Persistent link: https://www.econbiz.de/10003435736
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Optimal advertising and promotion budgets in dynamic markets with brand equitiy as a mediating variable
Sriram, S.; Kalwani, Manohar U. - In: Management science : journal of the Institute for … 53 (2007) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10003632019
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Managing a single-product assemble-to-order system with technology innovations
Xu, Susan H.; Li, Zhaolin - In: Management science : journal of the Institute for … 53 (2007) 9, pp. 1467-1485
Persistent link: https://www.econbiz.de/10003563475
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Portfolio dynamics for customers of a multiservice provider
Schweidel, David A.; Bradlow, Eric T.; Fader, Peter - In: Management science : journal of the Institute for … 57 (2011) 3, pp. 471-486
Persistent link: https://www.econbiz.de/10008988420
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Managing an available-to-promise assembly system with dynamic short-term pseudo-order forecast
Gao, Long; Xu, Susan H.; Ball, Michael O. - In: Management science : journal of the Institute for … 58 (2012) 4, pp. 770-790
Persistent link: https://www.econbiz.de/10009549636