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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
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Kogan, Leonid
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Operations research : the journal of the Operations Research Society of America
NBER working paper series
67
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Pricing American Options: A Duality Approach
Haugh, Martin B.
;
Kogan, Leonid
- In:
Operations research : the journal of the Operations …
52
(
2004
)
2
,
pp. 258-270
Persistent link: https://www.econbiz.de/10006417747
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ARTICLES - Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
- In:
Operations research : the journal of the Operations …
49
(
2001
)
3
,
pp. 372-397
Persistent link: https://www.econbiz.de/10006418847
Saved in:
3
Evaluating Portfolio Policies: A Duality Approach
Haugh, Martin B.
;
Kogan, Leonid
;
Wang, Jiang
- In:
Operations research : the journal of the Operations …
54
(
2006
)
3
,
pp. 405-418
Persistent link: https://www.econbiz.de/10007259438
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