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Stevens Institute of Technology School of Business

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Viewing: 1 - 50 of 252 papers

1.

Nonparametric Density Estimation by B-spline Duality

Number of pages: 39 Posted: 08 Apr 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 11
2.

Full-fledged SABR through Markov Chains

Number of pages: 13 Posted: 14 Mar 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 10
3.

Transform Analysis for Markov Processes and Applications: An Operator-based Approach

Number of pages: 27 Posted: 07 Mar 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and University of Minnesota - Minneapolis
Downloads 16
4.

The Role of Product Design in Developing Brand Association

Number of pages: 15 Posted: 12 Feb 2019
Working Paper Series
Comsats University Islamabad, Department of Management Sciences, Students
Downloads 4
5.

An Insights on Talent Management and Its Prospects

Number of pages: 14 Posted: 30 Jan 2019
Working Paper Series
Rashtrasant Tukdoji Maharaj Nagpur University
Downloads 8
6.

Effect of Price, Promotion, Trust Marks and Customer Satisfaction on Customer Loyalty in Packaging Products Mineral Water Aqua

Number of pages: 14 Posted: 16 Jan 2019
Working Paper Series
State University of Jakarta, Faculty of Economics, Students, State University of Jakarta, Faculty of Economics, Students and State University of Jakarta - Faculty of Economics
Downloads 5
7.

Convergence Rate Analysis for the Continuous-Time Markov Chain Approximation of Occupation Time Derivatives and Asian Option Greeks

Stevens Institute of Technology School of Business Research Paper
Number of pages: 42 Posted: 09 Jan 2019
Working Paper Series
School of Economic Mathematics and Collaborative Innovation Center of Financial Security, School of Economic Mathematics, SWUFE and Stevens Institute of Technology - School of Business
Downloads 14
8.

Foreign Exchange Shocks and Gasoline Consumption

Stevens Institute of Technology School of Business Research Paper
Number of pages: 22 Posted: 12 Nov 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Khatam University and Sharif University of Technology - Graduate School of Management and Economics
Downloads 210
9.

Circular Arbitrage Detection Using Graphs

Stevens Institute of Technology School of Business Research Paper
Number of pages: 8 Posted: 07 Nov 2018
Working Paper Series
Stevens Institute of Technology - School of Business and New Jersey Institute of Technology
Downloads 72
10.

An Analytic Formula for European Options; Jump Diffusion Models with a Log Mixture Normal Jump Distribution

Stevens Institute of Technology School of Business Research Paper
Number of pages: 35 Posted: 06 Nov 2018
Working Paper Series
Stevens Institute of Technology and Stevens Institute of Technology
Downloads 5
11.

Writing Styles Social Conformity, Firm Performance, and Earnings Persistence – A Deep Learning Approach

Stevens Institute of Technology School of Business Research Paper
Posted: 12 Sep 2018 Last Revised: 21 Nov 2018
Working Paper Series
Stevens Institute of Technology - School of Business and Xi'an Jiaotong University (XJTU) - School of Management

Multiple version iconThere are 2 versions of this paper

12.

Learning from Failures: Optimal Contract for Experimentation and Production

Stevens Institute of Technology School of Business Research Paper
Number of pages: 55 Posted: 03 Sep 2018
Working Paper Series
University of Washington - Department of Economics, University of Washington - Department of Economics and Stevens Institute of Technology - School of Business
Downloads 118
13.

A General Framework for Time-Changed Markov Processes and Applications

Stevens Institute of Technology School of Business Research Paper
Number of pages: 34 Posted: 29 Aug 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 18
14.

A Study on Brexit: Correlations and Tail Events Distribution of Liquidity Measures

"A Study on Brexit: Correlations and Tail Events Distribution of Liquidity Measures", M. Kong, A. Salighehdar and D. Bozdog, Journal of Management Science and Business Intelligence (JMSBI), Vol. 3, No. 1, July 2018, Stevens Institute of Technology School of Business Research Paper
Number of pages: 9 Posted: 02 Jul 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and Stevens Institute of Technology
Downloads 43
15.

Detecting Arbitrage in the Foreign Exchange Market

Stevens Institute of Technology School of Business Research Paper
Number of pages: 24 Posted: 05 May 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, New Jersey Institute of Technology and University of Minnesota - Minneapolis
Downloads 114
16.

Optimal Unbiased Estimation for Expected Cumulative Cost

Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 30 Apr 2018
Working Paper Series
Stevens Institute of Technology - School of Business, University of Maryland - College Park, Department of Industrial Engineering and Management, Peking University and University of Minnesota - Minneapolis
Downloads 12
17.

Structural Comparability of Financial Statements

Stevens Institute of Technology School of Business Research Paper
Number of pages: 53 Posted: 08 Mar 2018 Last Revised: 17 Apr 2018
Working Paper Series
Stevens Institute of Technology - School of Business, University of South Florida St. Petersburg, Stevens Institute of Technology and New Jersey City University
Downloads 175
18.

Epistemology Diagrams: Geometric Representation of Knowledge Management of Financial Engineering

Stevens Institute of Technology School of Business Research Paper
Number of pages: 16 Posted: 08 Mar 2018
Working Paper Series
Stevens Institute of Technology
Downloads 40
19.

Earnings-Announcement Narrative and Investor Judgment

Stevens Institute of Technology School of Business Research Paper
Number of pages: 43 Posted: 08 Mar 2018
Working Paper Series
Stevens Institute of Technology - School of Business and Lehigh University
Downloads 72
20.

Crude or Refined? Rationality of Downstream Investment for Oil-Rich Economies

Stevens Institute of Technology School of Business Research Paper
Number of pages: 49 Posted: 13 Feb 2018 Last Revised: 06 Oct 2018
Working Paper Series
Stevens Institute of Technology - School of Business and University of Vienna - Institute of Business Administration
Downloads 163
21.

On a New Parametrization Class of Solvable Diffusion Models and Transition Probability Kernels

Stevens Institute of Technology School of Business Research Paper
Number of pages: 32 Posted: 31 Jan 2018
Working Paper Series
School of Business, Stevens Institute of Technology - School of Business and Citigroup, Inc. - Citigroup Global Markets
Downloads 29
22.

Equity-Linked Annuity Pricing with Cliquet-Style Guarantees in Regime-Switching and Stochastic Volatility Models with Jumps

Insurance: Mathematics and Economics, Vol. 74, 2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 36 Posted: 05 Jan 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 23
23.

A General Framework for Discretely Sampled Realized Variance Derivatives in Stochastic Volatility Models with Jumps

European Journal of Operational Research, 262(1), 2017, pg. 381-400, Stevens Institute of Technology School of Business Research Paper
Number of pages: 43 Posted: 05 Jan 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 19
24.

A Unified Approach to Bermudan and Barrier Options Under Stochastic Volatility Models with Jumps

Journal of Economic Dynamics and Control, Vol. 80, 2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 41 Posted: 05 Jan 2018
Accepted Paper Series
Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE), Marist College - Department of Mathematics and Stevens Institute of Technology - School of Business
Downloads 20
25.

Watch Your Words: An Experimental Study on Communication and the Opportunity Cost of Delegation

University of Verona, Working Paper Series 18/2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 54 Posted: 20 Dec 2017 Last Revised: 21 May 2018
Working Paper Series
United Nations Development Program, Ca Foscari University of Venice - Dipartimento di Economia, University of Messina and University of Verona - Department of Economics
Downloads 20
26.

Revenue Recognition: A Brave New World

Stevens Institute of Technology School of Business Research Paper, Fox School of Business Research Paper No. 18-007
Number of pages: 53 Posted: 19 Dec 2017 Last Revised: 10 May 2018
Working Paper Series
Temple University - Department of Accounting, Stevens Institute of Technology - School of Business and Texas A&M University - Corpus Christi
Downloads 304
27.

Cluster Analysis of Liquidity Measures in a Stock Market Using High Frequency Data

Stevens Institute of Technology School of Business Research Paper
Posted: 26 Oct 2017 Last Revised: 23 Mar 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Stevens Institute of Technology
28.

Blockchain Tokens and the Potential Democratization of Entrepreneurship and Innovation

Business Horizons, Vol. 61, Issue 4, pp. 567-575, 2018, Stevens Institute of Technology School of Business Research Paper
Number of pages: 22 Posted: 25 Oct 2017 Last Revised: 26 Jun 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business
Downloads 552
29.

Option to Abandon and Investment Return

Stevens Institute of Technology School of Business Research Paper
Number of pages: 21 Posted: 24 Oct 2017 Last Revised: 18 Jan 2018
Working Paper Series
Stevens Institute of Technology and University of Wyoming
Downloads 25
30.

VIX Derivatives Valuation and Estimation Based on Closed-Form Series Expansions

Stevens Institute of Technology School of Business Research Paper
Number of pages: 26 Posted: 02 Oct 2017 Last Revised: 21 Apr 2018
Working Paper Series
Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Stevens Institute of Technology
Downloads 106
31.

Input-Price Risk Management: Technology Improvement and Financial Hedging

HEC Paris Research Paper No. MOSI-2017-1231, Stevens Institute of Technology School of Business Research Paper
Number of pages: 37 Posted: 25 Sep 2017 Last Revised: 09 Feb 2018
Working Paper Series
HEC Paris - Operations Management and Information Technology, HEC Paris - Operations Management and Information Technology and Stevens Institute of Technology - School of Business
Downloads 115
32.

Monitoring Innovation

Stevens Institute of Technology School of Business Research Paper
Number of pages: 53 Posted: 20 Sep 2017 Last Revised: 02 Jan 2019
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 145
33.

Monitoring Innovation

Stevens Institute of Technology School of Business Research Paper
Number of pages: 53 Posted: 20 Sep 2017
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 4
34.

Failure and Rescue in Central Clearing Counterparty Design

Stevens Institute of Technology School of Business Research Paper
Number of pages: 29 Posted: 25 Jul 2017 Last Revised: 16 Oct 2017
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and Stevens Institute of Technology - School of Business
Downloads 64
35.

Interbank Market Formation through Reinforcement Learning and Risk Aversion

Stevens Institute of Technology School of Business Research Paper
Number of pages: 30 Posted: 29 Jun 2017 Last Revised: 26 Jul 2017
Working Paper Series
Cardiff University - School of Mathematics, Stevens Institute of Technology - School of Business, Government of the United States of America - Office of Financial Research and Stevens Institute of Technology
Downloads 54
36.

Mitigating Effects of Gender Diverse Board in Companies Managed by Overconfident CEOs

Stevens Institute of Technology School of Business Research Paper
Number of pages: 71 Posted: 21 Jun 2017 Last Revised: 11 Jun 2018
Working Paper Series
Stevens Institute of Technology, University of New South Wales - Australian School of Business and Florida International University
Downloads 137
37.

Pricing Variance, Gamma and Corridor Swaps Using Multinomial Trees

Journal of Derivatives, Vol. 25, No. 2, 2017, Stevens Institute of Technology School of Business Research Paper
Number of pages: 24 Posted: 18 May 2017 Last Revised: 18 Apr 2018
Working Paper Series
Hanlon Financial Systems Lab, Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 83
38.

The Expected Hitting Time Approach to Optimal Price Adjustment Problems

Stevens Institute of Technology School of Business Research Paper
Number of pages: 37 Posted: 02 May 2017
Working Paper Series
University of Kansas, Stevens Institute of Technology - School of Business, University of Kansas and Stevens Institute of Technology
Downloads 139
39.

Price Elasticity of Gasoline Smuggling: A Semi-Structural Estimation Approach

Energy Economics, Vol. 71, 2018
Number of pages: 45 Posted: 19 Apr 2017 Last Revised: 21 Dec 2018
Accepted Paper Series
Stevens Institute of Technology - School of Business, Sharif University of Technology - Graduate School of Management and Economics and Sharif University of Technology
Downloads 828
40.

The Option Value of Mortgage Interest Tax Deductibility

Stevens Institute of Technology School of Business Research Paper
Number of pages: 30 Posted: 03 Apr 2017 Last Revised: 06 Oct 2018
Working Paper Series
Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 75
41.

Exact Optimal Pricing under the Multinomial Logit Choice Model with Network Effects

Stevens Institute of Technology School of Business Research Paper
Number of pages: 24 Posted: 27 Dec 2016
Working Paper Series
Stevens Institute of Technology - School of Business and University of Minnesota - Minneapolis
Downloads 92
42.

Impact of XBRL on Financial Statement Structural Comparability

Proceedings of the Thirty Seventh International Conference on Information Systems, Dublin 2016, Stevens Institute of Technology School of Business Research Paper No. 2881547
Number of pages: 11 Posted: 08 Dec 2016
Working Paper Series
Stevens Institute of Technology, University of South Florida St. Petersburg and New Jersey City University
Downloads 259
43.

Angel Network Affiliation and Business Angels’ Investment Practices

Journal of Corporate Finance, Forthcoming, Stevens Institute of Technology School of Business Research Paper No. 2856478
Number of pages: 47 Posted: 22 Oct 2016 Last Revised: 20 Dec 2017
Accepted Paper Series
Stevens Institute of Technology - School of Business, University of Piemonte Orientale - Department of Economics and Business Studies, University of Piemonte Orientale - Department of Economics and Business Studies and University of Piemonte Orientale - Department of Economics and Business Studies
Downloads 135
44.

The Most Predictive Energy Search Terms

Stevens Institute of Technology School of Business Research Paper No. 2853004
Number of pages: 24 Posted: 17 Oct 2016 Last Revised: 16 Jan 2017
Working Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - College of Arts and Letters and Stevens Institute of Technology - School of Business
Downloads 176
45.

Asset Pricing with Extreme Liquidity Risk

Stevens Institute of Technology School of Business Research Paper No. 2850278
Number of pages: 58 Posted: 16 Oct 2016 Last Revised: 22 Jun 2017
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 329
46.

Volatility Can Be Detrimental to Option Values!

Stevens Institute of Technology School of Business Research Paper No. 2837292
Number of pages: 13 Posted: 12 Sep 2016 Last Revised: 16 Jan 2017
Working Paper Series
Stevens Institute of Technology - School of Business and Florida State University - Department of Mathematics
Downloads 95
47.

Chain of Cointegration in the Refined Products Market: From Crude Oil Spot to Gasoline Futures

Stevens Institute of Technology School of Business Research Paper No. 2820227
Number of pages: 27 Posted: 12 Aug 2016
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 56
48.

Maturity Structure of Commodity Roll Strategies: Evidence from the Energy Futures

Stevens Institute of Technology School of Business Research Paper No. 2820228
Number of pages: 23 Posted: 12 Aug 2016
Working Paper Series
Stevens Institute of Technology - School of Business
Downloads 340
49.

Flexibility in Cash Flow Classification Under IFRS: Determinants and Consequences

Stevens Institute of Technology School of Business Research Paper No. 2815123, Fox School of Business Research Paper No. 16-022
Number of pages: 50 Posted: 29 Jul 2016 Last Revised: 16 Jan 2017
Working Paper Series
Temple University - Department of Accounting, Stevens Institute of Technology - School of Business, London School of Economics & Political Science (LSE) - Department of Accounting and Finance and University of Texas - San Antonio

Multiple version iconThere are 3 versions of this paper

Downloads 149
50.

Topic Prevalence and Reuse in an Open Innovation Community

Collective Intelligence 2016, Stevens Institute of Technology School of Business Research Paper No. 2801285
Number of pages: 4 Posted: 28 Jun 2016
Accepted Paper Series
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Carnegie Mellon University and Stevens Institute of Technology - School of Business
Downloads 67