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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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ECONIS (ZBW)
1,498
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1
Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael
;
Li, Bingqing
;
Li, Guozhen
;
Wu, Rongwen
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
Saved in:
2
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:
3
On the number of state variables in options pricing
Li, Gang
;
Zhang, Chu
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 2058-2075
Persistent link: https://www.econbiz.de/10008748056
Saved in:
4
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
Saved in:
5
Dynamic learning and pricing with model misspecification
Nambiar, Mila
;
Simchi-Levi, David
;
Wang, He
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 4980-5000
Persistent link: https://www.econbiz.de/10012125854
Saved in:
6
Sensitivity to serial dependency of input processes : a robust approach
Lam, Henry
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1311-1327
Persistent link: https://www.econbiz.de/10011847235
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7
Forecast selection and representativeness
Petropoulos, Fotios
;
Siemsen, Enno
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 2672-2690
Persistent link: https://www.econbiz.de/10014305430
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8
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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9
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
Saved in:
10
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
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