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On valuing and hedging European options when volatility is estimated directly
Popovic, Ray; Goldsman, David - In: European journal of operational research : EJOR 218 (2012) 1, pp. 124-132
Persistent link: https://www.econbiz.de/10009818514
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Easy Gram-Charlier Valuations of Options
Popovic, Ray; Goldsman, David - In: The journal of derivatives : the official publication … 20 (2012) 2, pp. 79-78
Persistent link: https://www.econbiz.de/10010052351
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Bed allocation techniques based on census data
Lapierre, Sophie D.; Goldsman, David; Cochran, Roger; … - In: Socio-economic planning sciences : the international … 33 (1999) 1, pp. 25-38
Persistent link: https://www.econbiz.de/10006627678
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Student t-tests and compound tests to detect transients in simulated time series
Ockerman, Daniel H.; Goldsman, David - In: European journal of operational research : EJOR 116 (1999) 3, pp. 681
Persistent link: https://www.econbiz.de/10006667219
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Features - Remembering Alan Pritsker - A tribute to one of the founders of computer simulation, whose many contributions to the field spanned nearly 50 years
Wilson, James R.; Goldsman, David - In: OR MS today : operations research - management science 27 (2000) 5, pp. 38-40
Persistent link: https://www.econbiz.de/10006727338
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D MODELING AND SYSTEMS ANALYSIS - Df:210 A stochastic model of airline operations
Rosenberger, Jay M.; Schaefer, Andrew J.; Goldsman, David; … - In: Operations research, Management science : OR MS ; the … 44 (2004) 4, pp. 433-436
Persistent link: https://www.econbiz.de/10006503240
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Large-sample normality of the batch-means variance estimator
Sherman, Michael; Goldsman, David - In: Operations research letters 30 (2002) 5, pp. 319-326
Persistent link: https://www.econbiz.de/10006825713
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Operations Research Models and Methods
Goldsman, David - In: IIE transactions / Institute of Industrial Engineers, … 35 (2003) 9, pp. 920
Persistent link: https://www.econbiz.de/10006169364
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Alan Pritsker's multifaceted career: theory, practice, education, entrepreneurship, and service
Wilson, James R.; Goldsman, David - In: IIE transactions / Institute of Industrial Engineers, … 33 (2001) 3, pp. 139-148
Persistent link: https://www.econbiz.de/10006183252
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ARTICLES - Simple Procedures for Selecting the Best Simulated System When the Number of Alternatives Is Large
Nelson, Barry L.; Swann, Julie; Goldsman, David; Song, … - In: Operations research : the journal of the Operations … 49 (2001) 6, pp. 950-963
Persistent link: https://www.econbiz.de/10006418660