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Stevens Institute of Technology - School of Business

Stevens Institute of Technology School of Business

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Viewing: 1 - 10 of 10 papers

1.

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

Stevens Institute of Technology School of Business Research Paper
Number of pages: 45 Posted: 19 Apr 2017 Last Revised: 27 Mar 2018
Working Paper Series
Stevens Institute of Technology - School of Business, Sharif University of Technology - Graduate Department of Management and Economics and Sharif University of Technology
Downloads 675
2.

Crude or Refined? Rationality of Downstream Investment for OPEC Members

Stevens Institute of Technology School of Business Research Paper
Number of pages: 47 Posted: 13 Feb 2018
Working Paper Series
Stevens Institute of Technology - School of Business and University of Vienna - Institute of Business Administration
Downloads 127
3.

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 120
4.

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 72
5.

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 58
6.

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 26
7.

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 14
8.

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 12
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 7
10.

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 2