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Content Provider : Business Source Premier Publication : ima journal of management mathematics Publisher : oxford university press / usa Format : Academic Journals Format : Non-Print Resources Filter by : Subject
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Academic Journal

A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model.

Subjects: *PRICING; *OPTIONS (Finance); *INTEREST ratesUNITED States

  • Source: IMA Journal of Management Mathematics. Oct2015, Vol. 26 Issue 4, p377-401. 25p.

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Academic Journal

An analytic formula for pricing American-style convertible bonds in a regime switching model.

Subjects: *PRICING; *BONDS (Finance); *CONVERTIBLE bondsUNITED States

  • Source: IMA Journal of Management Mathematics. Oct2015, Vol. 26 Issue 4, p403-428. 26p.

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Academic Journal

Optimization of forecourt fuel pricing.

Subjects: *PRICE regulation; *MATHEMATICAL optimization; *ECONOMIC competitionUNITED States

  • Source: IMA Journal of Management Mathematics. Jul2012, Vol. 23 Issue 3, p265-281. 17p.

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Academic Journal

Cost efficiency estimations and the equity returns for the US public solar energy firms in 1990–2008.

Subjects: *RATE of return on stocks; *COST effectiveness; *SOLAR energyUNITED States

  • Source: IMA Journal of Management Mathematics. Oct2011, Vol. 22 Issue 4, p307-321. 15p.

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Academic Journal

On the selection of k routes in multiobjective hazmat route planning.

Subjects: *HAZARDOUS substances; *MATERIALS handling; *ALGORITHMSUNITED States

  • Source: IMA Journal of Management Mathematics. Jul2010, Vol. 21 Issue 3, p239-251. 13p. 7 Charts, 2 Graphs.

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Constrained least squares estimation of payment lag distributions in the United States' Medical Assistance Program.

Subjects: *MEDICAID; *MEDICAL care; *FINANCIAL managementUNITED States

  • Source: IMA Journal of Management Mathematics. Jan2006, Vol. 17 Issue 1, p1-16. 16p. 7 Charts, 7 Graphs.

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Modeling and analyzing the performance of aviation security systems using baggage value performance measures.

Subjects: *COMMERCIAL aeronautics safety measures; *AIRLINE passenger security screening; *PERFORMANCE standardsUNITED States

  • Source: IMA Journal of Management Mathematics. Jul2001, Vol. 12 Issue 1, p3-22. 20p. 3 Charts, 6 Graphs.

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  • 1-7 of  7 results for ""UNITED States""