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Dynamic trading with reference point adaptation and loss aversion
Shi, Yun; Cui, Xiangyu; Yao, Jing; Li, Duan - In: Operations research 63 (2015) 4, pp. 789-806
Persistent link: https://www.econbiz.de/10011313231
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American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan; Liu, Yanchu - In: Operations research 62 (2014) 3, pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
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Handling discontinuities in financial engineering : good path simulation and smoothing
Wang, Xiaoqun - In: Operations research 64 (2016) 2, pp. 297-314
Persistent link: https://www.econbiz.de/10011485479
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A general framework for pricing Asian options under Markov processes
Cai, Ning; Song, Yingda; Kou, Steven - In: Operations research 63 (2015) 3, pp. 540-554
Persistent link: https://www.econbiz.de/10011292278
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Managing inventory for firms with trade credit and deficit penalty
Luo, Wei; Shang, Kevin H. - In: Operations research 67 (2019) 2, pp. 468-478
Persistent link: https://www.econbiz.de/10012022374
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Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Operations research 72 (2024) 2, pp. 444-458
Persistent link: https://www.econbiz.de/10014520747