Management Science （MS） - Issue 45 论文列表
| 点击这里查看 Management Science 的JCR分区、影响因子等信息 |
| 卷期号： Issue 45 |
| 发布时间： |
| 卷期年份： 2004 |
| 卷期官网： |
本期论文列表
Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options.
Option Pricing Under a Double Exponential Jump Diffusion Model.
Dividends and Debt with Managerial Agency and Lender Holdup.
Convergence of the Least Squares Monte Carlo Approach to American Option Valuation.
Pricing Path-Dependent Securities by the Extended Tree Method.
Inventory Management with Asset-Based Financing.
Decentralized Pricing and Capacity Decisions in a Multitier System with Modular Assembly.
Which GARCH Model for Option Valuation?
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model.
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications.