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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1,418
Public choice
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Insurance / Mathematics & economics
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ECONIS (ZBW)
1,603
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1
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
2
Pathwise optimization for optimal stopping problems
Desai, Vijay V.
;
Farias, Vivek F.
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
58
(
2012
)
12
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10009701851
Saved in:
3
Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.
;
Dimitrova, Dimitrina S.
- In:
Management science : journal of the Institute for …
55
(
2009
)
3
,
pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
Saved in:
4
Valuing modularity as a real option
Gamba, Andrea
;
Fusari, Nicola
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1877-1896
Persistent link: https://www.econbiz.de/10003909226
Saved in:
5
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
- In:
Management science : journal of the Institute for …
57
(
2011
)
5
,
pp. 960-974
Persistent link: https://www.econbiz.de/10009153860
Saved in:
6
Efficient risk estimation via nested sequential simulation
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac Cyrus
- In:
Management science : journal of the Institute for …
57
(
2011
)
6
,
pp. 1172-1194
Persistent link: https://www.econbiz.de/10009238212
Saved in:
7
Superreplication of financial derivatives via convex programming
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
63
(
2017
)
7
,
pp. 2323-2339
Persistent link: https://www.econbiz.de/10011729383
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8
Pricing kernels with stochastic skewness and volatility risk
Chabi-yo, Fousseni
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 624-640
Persistent link: https://www.econbiz.de/10009525254
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9
Market timing with option-implied distributions : a forward-looking approach
Kostakis, Alexandros
;
Panigirtzoglou, Nikolaos
; …
- In:
Management science : journal of the Institute for …
57
(
2011
)
7
,
pp. 1231-1249
Persistent link: https://www.econbiz.de/10009267624
Saved in:
10
Unstable weights in the combination of forecasts
Kang, Heejoon
- In:
Management science : journal of the Institute for …
32
(
1986
)
6
,
pp. 683-695
Persistent link: https://www.econbiz.de/10001017818
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