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The Local Volatility Surface: Unlocking the Information in Index Option Prices

Derman, Emanuel; Kani, Iraj; Zou, Joseph Z. - In: Financial analysts' journal : FAJ 52 (1996) 4, pp. 25-36

Persistent link: https://www.econbiz.de/10006326642

Enhanced Numerical Methods for Options with Barriers

Derman, Emanuel; Kani, Iraj; Ergener, Deniz; Bardhan, … - In: Financial analysts' journal : FAJ 51 (1995) 6, pp. 65-74

Persistent link: https://www.econbiz.de/10006336440

IMPLIED TRINOMIAL TREES OF THE VOLATILITY SMILE

Derman, Emanuel; Kani, Iraj; Chriss, Neil - In: The journal of derivatives : the official publication … 3 (1996) 4, pp. 7-22

Persistent link: https://www.econbiz.de/10007312565

STATIC OPTIONS REPLICATION

Derman, Emanuel; Ergener, Deniz; Kani, Iraj - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 78

Persistent link: https://www.econbiz.de/10007333794

The multi-product competitive price-setting newsvendor problem

Kachani, Soulaymane; Shmatov, Kyrylo - In: International Journal of Revenue Management 5 (2011) 1, pp. 16-41

We consider the problem where a number of firms simultaneously compete in price and inventory level decisions. Each firm offers a line of several products, both complementary products and substitutes, the product line demand is also sensitive to prices of outside competitors' products. We also...

Persistent link: https://www.econbiz.de/10010816761

Fluid dynamics models and their applications in transportation and pricing

Kachani, Soulaymane; Perakis, Georgia - In: European journal of operational research : EJOR 170 (2006) 2, pp. 496-517

Persistent link: https://www.econbiz.de/10006641050

A Robust Optimization Approach to Capital Rationing and Capital Budgeting

Kachani, Soulaymane; Langella, Jerome - In: The engineering economist : a journal devoted to the … 50 (2005) 3, pp. 195-230

Persistent link: https://www.econbiz.de/10006423940

Fluid dynamics models and their applications in transportation and pricing

Kachani, Soulaymane; Perakis, Georgia - In: European Journal of Operational Research 170 (2006) 2, pp. 496-517

Persistent link: https://www.econbiz.de/10005151755

A Dynamic Travel Time Model for Spillback

Kachani, Soulaymane; Perakis, Georgia - In: Networks and Spatial Economics 9 (2009) 4, pp. 595-618

Persistent link: https://www.econbiz.de/10008458340

Optimal Pricing and Production Planning for Subscription-Based Products

Huh, WoongheeTim; Kachani, Soulaymane; Sadighian, Ali - In: Production and operations management : an international … 19 (2010) 1, pp. 19-40

Persistent link: https://www.econbiz.de/10008347404