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Stevens Institute of Technology - School of Business

Stevens Institute of Technology School of Business

2,690 Total downloads

Viewing: 1 - 14 of 14 papers

1.

A Panel Data Study to Understand the Factors Affecting HDI in BRICS Nations

Number of pages: 50 Posted: 23 Mar 2020 Last Revised: 29 Apr 2020
Working Paper Series
University of Delhi, College of Vocational Studies and College of Vocational Studies
Downloads 13
2.

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: 43 Posted: 09 Jan 2019 Last Revised: 08 May 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 32
3.

Foreign Exchange Shocks and Gasoline Consumption

Energy Economics, Vol. 84, 2019
Number of pages: 36 Posted: 12 Nov 2018 Last Revised: 29 Oct 2019
Accepted Paper Series
Stevens Institute of Technology - School of Business, Khatam University and Tehran Institute for Advanced Studies (TeIAS), Khatam University
Downloads 619
4.

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 143
5.

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 Florida State University
Downloads 19
6.

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 188
7.

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 30
8.

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 33
9.

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 32
10.

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 29
11.

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 145
12.

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, Tehran Institute for Advanced Studies (TeIAS), Khatam University and Sharif University of Technology
Downloads 1,233
13.

Semi-explicit Optimal Pricing for Consumer Choice Models with Network Effects

Stevens Institute of Technology School of Business Research Paper
Number of pages: 25 Posted: 27 Dec 2016 Last Revised: 30 Oct 2019
Working Paper Series
Stevens Institute of Technology - School of Business and Florida State University
Downloads 108
14.

The Composition of Founder Team Human Capital and Economic Success in New Ventures

Howe School Research Paper No. 2013-19
Number of pages: 24 Posted: 03 Oct 2013
Working Paper Series
Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
Downloads 66