Archive for 2003
Auctions and simulation-based optimization in revenue management
Faculty Advisor: Garrett J. van Ryzin
Capacity management in stochastic service systems
Faculty Advisor: Sergei V. Savin
On capital investments and financial markets
Faculty Advisor: Geert Bekaert
Three essays in the term structure of interest rates
Faculty Advisor: Robert Hodrick
Weighted Monte Carlo and pricing American options
Faculty Advisor: Paul Glasserman