Narrow search
Showing 1 - 10 of 23
Cover Image
A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
Howell, Sydney D.; Duck, Peter W.; Hazel, Andrew; … - In: IMA journal of management mathematics 22 (2011) 3, pp. 231-252
Persistent link: https://www.econbiz.de/10009297144
Cover Image
Operations management for healthcare
Vissers, Jan (ed.); Elkhuizen, Sylvia G. (ed.);  … - 2023 - 2nd edition
Persistent link: https://www.econbiz.de/10014023274
Cover Image
The determinants of foreign exchange hedging in Alternative Investment Market firms
Marshall, Andrew P.; Kemmitt, Martin; Pinto, Helena - In: The European journal of finance 19 (2013) 1/2, pp. 89-111
Persistent link: https://www.econbiz.de/10009733294
Cover Image
Rivalry under price and quantity uncertainty
Paxson, Dean A.; Pinto, Helena - In: Review of financial economics : RFE 14 (2005) 3/4, pp. 209-224
Persistent link: https://www.econbiz.de/10003231029
Cover Image
Leader/follower real value functions if the market share follows a birth/death process
Paxson, Dean A.; Pinto, Helena - In: Real R & D options, (pp. 208-227). 2003
Persistent link: https://www.econbiz.de/10001746041
Cover Image
Singular perturbation techniques applied to multiasset option pricing
Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10003882793
Cover Image
A new prepayment model (with default): an occupation-time derivative approach
Sharp, Nicholas J.; Johnson, Paul V.; Newton, David P.; … - In: The journal of real estate finance and economics 39 (2009) 2, pp. 118-145
Persistent link: https://www.econbiz.de/10003873975
Cover Image
An improved fixed-rate mortgage valuation methodology with interacting prepayment and default options
Sharp, Nicholas J.; Newton, David P.; Duck, Peter W. - In: The journal of real estate finance and economics 36 (2008) 3, pp. 307-342
Persistent link: https://www.econbiz.de/10003733641
Cover Image
The Black-scholes equation revisited : asymptotic expansions and singular perturbations
Widdicks, Martin; Duck, Peter W.; Andricopoulos, Ari D.; … - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 373-391
Persistent link: https://www.econbiz.de/10002725537