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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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A Derivation of the Optimal An...
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Simchi-Levi, David
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
1,478
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1
On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H.
- In:
Management science : journal of the Institute for …
35
(
1989
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
Saved in:
2
A reduction method applicable to compound option formulas
Schroder, Mark D.
- In:
Management science : journal of the Institute for …
35
(
1989
)
7
,
pp. 823-827
Persistent link: https://www.econbiz.de/10001069579
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3
Hedging with futures : does anything beat the naïve hedging strategy?
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
Management science : journal of the Institute for …
61
(
2015
)
12
,
pp. 2870-2889
Persistent link: https://www.econbiz.de/10011413497
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4
Bank interest rate risk management
Vuillemey, Guillaume
- In:
Management science : journal of the Institute for …
65
(
2019
)
12
,
pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909
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5
Asset pricing with spatial interaction
Kou, Steven
;
Peng, Xianhua
;
Zhong, Haowen
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2083-2101
Persistent link: https://www.econbiz.de/10011873966
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6
Financial innovation and financial intermediation : evidence from credit default swaps
Butler, Alexander W.
;
Gao, Xiang
;
Uzmanoglu, Cihan
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 3150-3173
Persistent link: https://www.econbiz.de/10012581326
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7
The pricing of Japanese equity warrants
Kuwahara, Hiroto
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
,
pp. 1610-1641
Persistent link: https://www.econbiz.de/10001135942
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8
Sequential hedging
Krasker, William S.
- In:
Management science : journal of the Institute for …
31
(
1985
)
6
,
pp. 657-663
Persistent link: https://www.econbiz.de/10001015658
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9
Employing financial futures to increase the return on near cash (Treasury Bill) investments
Elton, Edwin J.
- In:
Management science : journal of the Institute for …
31
(
1985
)
3
,
pp. 293-300
Persistent link: https://www.econbiz.de/10001015704
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10
Financial futures hedging via goal programming
Sharda, Ramesh
- In:
Management science : journal of the Institute for …
32
(
1986
)
8
,
pp. 933-947
Persistent link: https://www.econbiz.de/10001017709
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