Country: United States

Found 17049 papers in total
Bounding option prices by semidefinite programming: A cutting plane algorithm
Bounding option prices by semidefinite programming: A cutting plane algorithm
2002,
In a recent article, Bertsimas and Popescu showed that a tight upper bound on a...
A dynamic programming procedure for pricing American-style Asian options
A dynamic programming procedure for pricing American-style Asian options
2002,
Pricing European-style Asian options based on the arithmetic average, under the Black...
Information technology and trader competition in financial markets: Endogenous liquidity
Information technology and trader competition in financial markets: Endogenous liquidity
2001,
This note integrates the models of Dewan and Mendelson (DM) and Kyle, extending the DM...
Bayesian models for early warning of bank failures
Bayesian models for early warning of bank failures
2001,
The focus of this research is to demonstrate how probabilistic models may be used to...
Genetic algorithm optimization of a firewater deluge system
Genetic algorithm optimization of a firewater deluge system
2003,
Safety systems are designed to operate when certain conditions occur and to act to...
Prospect theory: Much ado about nothing?
Prospect theory: Much ado about nothing?
2002,
Prospect theory is a paradigm challenging the expected utility paradigm. One of the...
Hybridising tabu search with optimisation techniques for irregular stock cutting
Hybridising tabu search with optimisation techniques for irregular stock cutting
2001,
Sequential meta-heuristic implementations for the irregular stock-cutting problem have...
A GRASP with path-relinking for private virtual circuit routing
A GRASP with path-relinking for private virtual circuit routing
2003,
A frame relay service offers virtual private networks to customers by provisioning a...
The transfer of experience in groups of organizations: Implications for performance and competition
The transfer of experience in groups of organizations: Implications for performance and competition
2002,
Groups of organizations are pervasive, although there is little systematic knowledge...
Breaking through the clutter: Benefits of advertisement originality and familiarity for brand attention and memory
Breaking through the clutter: Benefits of advertisement originality and familiarity for brand attention and memory
2002,
Rising levels of advertising competition have made it increasingly difficult to...
On continuous-time optimal advertising under S-shaped response
On continuous-time optimal advertising under S-shaped response
2001,
Continuous-time monopolistic models of advertising expenditure that rely on strict...
An analysis of manufacturer–retailer supply chain coordination in cooperative advertising
An analysis of manufacturer–retailer supply chain coordination in cooperative advertising
2002,
In the literature of cooperative (co-op) advertising, the focus of the research is on...
Better approximation ratios for the single-vehicle scheduling problems on line-shaped networks
Better approximation ratios for the single-vehicle scheduling problems on line-shaped networks
2002,
We consider two variants of the single-vehicle scheduling problem on line-shaped...
Augmenting conjoint analysis to estimate consumer reservation price
Augmenting conjoint analysis to estimate consumer reservation price
2002,
Consumer reservation price is a key concept in marketing and economics. Theoretically,...
Competition and outsourcing with scale economies
Competition and outsourcing with scale economies
2002,
Scale economies are commonplace in operations, yet because of analytical challenges,...
Strategic and operational benefits of electronic integration in business to business procurement processes
Strategic and operational benefits of electronic integration in business to business procurement processes
2002,
Our goal is to assess the strategic and operational benefits of electronic integration...
Cutting corners and working overtime: Quality erosion in the service industry
Cutting corners and working overtime: Quality erosion in the service industry
2001,
The erosion of service quality throughout the economy is a frequent concern in the...
A framework for estimating benefits of using auctions in revenue management
A framework for estimating benefits of using auctions in revenue management
2002,
We develop a stochastic model to explore the benefits of incorporating auctions in...
Modeling the effects of a service guarantee on perceived service quality using alternating conditional expectations
Modeling the effects of a service guarantee on perceived service quality using alternating conditional expectations
2002,
This paper addresses the dearth of empirical research on the relationship between...
A psychometric evaluation of the expectations, perceptions, and difference-scores generated by the IS-adapted SERVQUAL instrument
A psychometric evaluation of the expectations, perceptions, and difference-scores generated by the IS-adapted SERVQUAL instrument
2002,
This article describes the results of a study assessing the psychometric properties of...
An evaluation of flexible workday policies in job shops
An evaluation of flexible workday policies in job shops
2002,
Job shops have long faced pressures for improvement in a challenging and volatile...
The value of production schedule integration in supply chains
The value of production schedule integration in supply chains
2001,
This study explores the value of integrated production schedules for reducing the...
Optimal solutions for the single batch, flow shop, lot-streaming problem with equal sublots
Optimal solutions for the single batch, flow shop, lot-streaming problem with equal sublots
2001,
Lot streaming is the process of splitting a production lot into sublots and then...
Neuronal substrates for choice under ambiguity, risk, gains, and losses
Neuronal substrates for choice under ambiguity, risk, gains, and losses
2002,
Economic forces shape the behavior of individuals and institutions. Forces affecting...
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