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Management science : journal of the Institute for Operations Research and the Management Sciences
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Randomized dimension reduction for Monte Carlo simulations
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
66
(
2020
)
3
,
pp. 1421-1439
Persistent link: https://www.econbiz.de/10012234611
Saved in:
2
A Bayesian methodology for systemic risk assessment in financial networks
Gandy, Axel
;
Veraart, Luitgard
- In:
Management science : journal of the Institute for …
63
(
2017
)
12
,
pp. 4428-4446
Persistent link: https://www.econbiz.de/10011785318
Saved in:
3
Bayesian estimation of a dynamic model of two-sided markets : application to the U.S. video game industry
Zhou, Yiyi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3874-3894
Persistent link: https://www.econbiz.de/10011772801
Saved in:
4
Jumps in equity index returns before and during the recent financial crisis : a Bayesian analysis
Kou, Steven
;
Yu, Cindy
;
Zhong, Haowen
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 988-1010
Persistent link: https://www.econbiz.de/10011672793
Saved in:
5
Jumps in high-frequency data : spurious detections, dynamics, and news
Bajgrowicz, Pierre
;
Scaillet, Olivier
;
Treccani, Adrien
- In:
Management science : journal of the Institute for …
62
(
2016
)
8
,
pp. 2198-2217
Persistent link: https://www.econbiz.de/10011539496
Saved in:
6
Attribute-level heterogeneity
Ebbes, Peter
;
Liechty, John C.
;
Grewal, Rajdeep
- In:
Management science : journal of the Institute for …
61
(
2015
)
4
,
pp. 885-897
Persistent link: https://www.econbiz.de/10010526539
Saved in:
7
Solving constrained consumption-investment problems by simulation of artificial market strategies
Bick, Björn
;
Kraft, Holger
;
Munk, Claus
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 485-503
Persistent link: https://www.econbiz.de/10009713852
Saved in:
8
Pricing and hedging with discontinuous functions : quasi-Monte Carlo methods and dimensions reduction
Wang, Xiaoqun
;
Tan, Ken Seng
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 376-389
Persistent link: https://www.econbiz.de/10009713876
Saved in:
9
Pathwise optimization for optimal stopping problems
Desai, Vijay V.
;
Farias, Vivek F.
;
Moallemi, Ciamac C.
- In:
Management science : journal of the Institute for …
58
(
2012
)
12
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10009701851
Saved in:
10
Monte Carlo algorithms for default timing problems
Giesecke, Kay
;
Kim, Baeho
;
Zhu, Shilin
- In:
Management science : journal of the Institute for …
57
(
2011
)
12
,
pp. 2115-2129
Persistent link: https://www.econbiz.de/10009428275
Saved in:
11
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
- In:
Management science : journal of the Institute for …
57
(
2011
)
5
,
pp. 960-974
Persistent link: https://www.econbiz.de/10009153860
Saved in:
12
Efficient risk estimation via nested sequential simulation
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac Cyrus
- In:
Management science : journal of the Institute for …
57
(
2011
)
6
,
pp. 1172-1194
Persistent link: https://www.econbiz.de/10009238212
Saved in:
13
Perturbation of numerical confidential data via skew-t distributions
Lee, Seokho
;
Genton, Marc G.
;
Arellano-Valle, Reinaldo B.
- In:
Management science : journal of the Institute for …
56
(
2010
)
2
,
pp. 318-333
Persistent link: https://www.econbiz.de/10003954366
Saved in:
14
Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun
;
Chen, Gemai
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
Saved in:
15
Conditional Monte Carlo estimation of quantile sensitivities
Fu, Michael
;
Hong, L. Jeff
;
Hu, Jian-Qiang
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 2019-2027
Persistent link: https://www.econbiz.de/10003928512
Saved in:
16
Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.
;
Dimitrova, Dimitrina S.
- In:
Management science : journal of the Institute for …
55
(
2009
)
3
,
pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
Saved in:
17
An optimal contact model for maximizing online panel response rates
Neslin, Scott A.
;
Novak, Thomas P.
;
Baker, Kenneth R.
; …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 727-737
Persistent link: https://www.econbiz.de/10003859941
Saved in:
18
Valuing modularity as a real option
Gamba, Andrea
;
Fusari, Nicola
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1877-1896
Persistent link: https://www.econbiz.de/10003909226
Saved in:
19
Unstable weights in the combination of forecasts
Kang, Heejoon
- In:
Management science : journal of the Institute for …
32
(
1986
)
6
,
pp. 683-695
Persistent link: https://www.econbiz.de/10001017818
Saved in:
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