Research Abstracts and Citations
| Title | Author(s) | Publication Information | |
|---|---|---|---|
|
""Nursevendor problem": Personnel staffing in the presence of endogenous absenteeism" |
Working paper, 2011 Type: Working paper |
||
|
"94%-Effective policies for a two-stage serial inventory system with stochastic demand" |
Management Science, 1999 Type: Journal article |
||
|
"A binomial lattice method for pricing corporate debt and modeling Chapter 11 proceedings" |
Journal of Financial and Quantitative Analysis, 2007 Type: Journal article |
||
|
Management Science, 1967 Type: Journal article |
|||
|
"A comparison of some Monte Carlo and quasi Monte Carlo techniques for option pricing" |
Monte Carlo and quasi-Monte Carlo methods 1996, 1998 Type: Chapter |
||
|
Mathematical Finance, 1997 Type: Journal article |
|||
|
"A Domain-Specific Risk-Attitude Scale: Measuring Risk Perceptions and Risk Behaviors" |
Journal of Behavioral Decision Making, 2002 Type: Journal article |
||
|
Advances in Applied Probability, 1977 Type: Journal article |
|||
|
"A large deviations perspective on the efficiency of multilevel splitting" |
IEEE Transactions on Automatic Control, 1998 Type: Journal article |
||
|
"A maximum entropy joint demand estimation and capacity control policy" |
Production and Operations Management, 2010 (forthcoming) Type: Forthcoming article |