| Publication | Date of Publication | Type |
|---|
On buybacks, dilutions, dividends, and the pricing of stock‐based claims
Mathematical Finance | 2023-09-28 | Paper |
Black economic empowerment regulation and risk incentives
Journal of Economic Dynamics and Control | 2022-07-08 | Paper |
Option pricing under regime switching
Quantitative Finance | 2019-01-14 | Paper |
Minimum option prices under decreasing absolute risk aversion
Review of Derivatives Research | 2013-10-30 | Paper |
Interest rate option pricing with volatility humps
Review of Derivatives Research | 2013-10-30 | Paper |
On pricing kernels and finite-state variable Heath Jarrow Morton models
Review of Derivatives Research | 2013-10-29 | Paper |
Contracting with asymmetric demand information in supply chains
European Journal of Operational Research | 2012-08-16 | Paper |
Pricing claims under GARCH-level dependent interest rate processes
Management Science | 2012-02-19 | Paper |
Option and forward contracting with asymmetric information: Valuation issues in supply chains
European Journal of Operational Research | 2009-04-08 | Paper |
Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options
Management Science | 2008-10-21 | Paper |
An empirical comparison of GARCH option pricing models
Review of Derivatives Research | 2007-02-14 | Paper |
APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING
Mathematical Finance | 2006-06-12 | Paper |
Volatibiliy structures of forward rates and the dynamics of the term structure.
| 2002-01-03 | Paper |
Option pricing bounds in an a α stable security market
Communications in Statistics. Stochastic Models | 1998-01-21 | Paper |
Pricing the Quality Option In Treasury Bond Futures1
Mathematical Finance | 1997-08-31 | Paper |
VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
Mathematical Finance | 1997-07-20 | Paper |
The Valuation of Path Dependent Contracts on the Average
Management Science | 1994-11-01 | Paper |
Valuing fixed price supply contracts
European Journal of Operational Research | 1994-07-21 | Paper |
Multinomial Approximating Models for Options with k State Variables
Management Science | 1992-06-28 | Paper |
A binomial contingent claims model for valuing risky ventures
European Journal of Operational Research | 1991-01-01 | Paper |
(m,T) Group Maintenance Policies
Management Science | 1990-01-01 | Paper |
On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds
Management Science | 1989-01-01 | Paper |
Product Failures, Manufacturing Reliability And Quality Control: A Dynamic Framework
INFOR: Information Systems and Operational Research | 1987-01-01 | Paper |
Reliability, pricing and quality control
European Journal of Operational Research | 1987-01-01 | Paper |
Optimal Replacement Policies for Irreparable Warrantied Items
IEEE Transactions on Reliability | 1986-01-01 | Paper |
Contingent Claims Contracting for Purchasing Decisions in Inventory Management
Operations Research | 1986-01-01 | Paper |
Warranty design under buyer and seller risk aversion
Naval Research Logistics Quarterly | 1986-01-01 | Paper |
Warranty Policies For Non-Repairable Items Under Risk Aversion
IEEE Transactions on Reliability | 1985-01-01 | Paper |
Note on the (N, T) Replacement Rule
IEEE Transactions on Reliability | 1985-01-01 | Paper |
The Effect of Estimation Risk in Establishing Safety Stock Levels in an Inventory Model
The Journal of the Operational Research Society | 1984-01-01 | Paper |
