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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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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
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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
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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
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Generalized Cox-Ross-Rubinstein binomial models
Chung, San-Lin; Shih, Pai-Ta - In: Management science : journal of the Institute for … 53 (2007) 3, pp. 508-520
Persistent link: https://www.econbiz.de/10003451629
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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