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 | 2012 | |
|---|---|---|
| j7 |      | Shyam S. Chandramouli, Martin B. Haugh: A unified approach to multiple stopping and duality. Oper. Res. Lett. 40(4): 258-264 (2012) |
| j6 | | Shyam S. Chandramouli, Martin B. Haugh: Erratum to "A unified approach to multiple stopping and duality" [Oper. Res. Lett. (2012)]. Oper. Res. Lett. 40(5): 422-423 (2012) |
| 2011 | ||
| j5 | | Martin B. Haugh: A note on constant proportion trading strategies. Oper. Res. Lett. 39(3): 172-179 (2011) |
| 2009 | ||
| j4 | | René Caldentey, Martin B. Haugh: Supply Contracts with Financial Hedging. Operations Research 57(1): 47-65 (2009) |
| 2007 | ||
| c2 | | Martin B. Haugh, Ashish Jain: Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies. Winter Simulation Conference 2007: 1013-1020 |
| 2006 | ||
| j3 | | Martin B. Haugh, Leonid Kogan, Jiang Wang: Evaluating Portfolio Policies: A Duality Approach. Operations Research 54(3): 405-418 (2006) |
| j2 | | René Caldentey, Martin B. Haugh: Optimal Control and Hedging of Operations in the Presence of Financial Markets. Math. Oper. Res. 31(2): 285-304 (2006) |
| 2004 | ||
| j1 | | Martin B. Haugh, Leonid Kogan: Pricing American Options: A Duality Approach. Operations Research 52(2): 258-270 (2004) |
| 2003 | ||
| c1 | | Martin B. Haugh: New simulation methodology for finance: duality theory and simulation in financial engineering. Winter Simulation Conference 2003: 327-334 |
| 1 | René Caldentey | |
| 2 | Shyam S. Chandramouli | |
| 3 | Ashish Jain | |
| 4 | Leonid Kogan | |
| 5 | Jiang Wang |
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