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Investors' heterogeneity and implied volatility smiles
Li, Tao - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2392-2412
Persistent link: https://www.econbiz.de/10010202746
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The price of the smile and variance risk premia
Gruber, Peter H.; Tebaldi, Claudio; Trojani, Fabio - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
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Interpretable optimal stopping
Ciocan, Dragos Florin; Mišić, Velibor V. - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1616-1638
Persistent link: https://www.econbiz.de/10013259957
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Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin; Jarrow, Robert A. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
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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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On hospice operations under medicare reimbursement policies
Ata, Barış; Killaly, Bradley L.; Olsen, Tava Lennon; … - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1027-1044
Persistent link: https://www.econbiz.de/10009751214
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Missing links : referrer behavior and job segregation
Rubineau, Brian; Fernandez, Roberto M. - In: Management science : journal of the Institute for … 59 (2013) 11, pp. 2470-2489
Persistent link: https://www.econbiz.de/10010229353
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An analytics approach to designing combination chemotherapy regimens for cancer
Bertsimas, Dimitris; O’Hair, Allison; Relyea, Stephen; … - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1511-1531
Persistent link: https://www.econbiz.de/10011487568
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Resolving the judgment and decision-making paradox between adaptive learning and escalation of commitment
Wong, Kin Fai Ellick; Kwong, Jessica Y. Y. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1911-1925
Persistent link: https://www.econbiz.de/10011855751
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Searching for structure : formal organization design as a guide to network evolution
Clement, Julien; Puranam, Phanish - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3879-3895
Persistent link: https://www.econbiz.de/10011900061