Research Output 1971 2017

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Chapter
2015

Financial analytics and a binomial pricing model

Tapiero, C. S. & Qi, J. 2015 Future perspectives in risk models and finance. Springer New York LLC, Vol. 211, p. 287-313 27 p. (International Series in Operations Research and Management Science; vol. 211)

Research output: ResearchChapter

Financial modelling and memory: Mathematical system

Tapiero, C. S. & Vallois, P. 2015 Future perspectives in risk models and finance. Springer New York LLC, Vol. 211, p. 149-246 98 p. (International Series in Operations Research and Management Science; vol. 211)

Research output: ResearchChapter

2014

Dynamic coordination of multiple agents in a class of differential games through a generalized linear reward scheme

Golany, B., Kogan, K. & Tapiero, C. S. 2014 International Series in Operations Research and Management Science. Springer New York LLC, Vol. 198, p. 183-201 19 p. (International Series in Operations Research and Management Science; vol. 198)

Research output: ResearchChapter

Differential Games
Reward
Class
Multiple agents
Differential games
2011

The price of safety and economic reliability

Tapiero, C. S. 2011 Springer Series in Reliability Engineering. Springer-Verlag London Ltd, Vol. 34, p. 55-76 22 p. (Springer Series in Reliability Engineering; vol. 34)

Research output: ResearchChapter

2008

Alternative characterizations of American put options

Carr, P. P., Jarrow, R. A. & Myneni, R. Jan 1 2008 Financial Derivatives Pricing. World Scientific Publishing Co., p. 85-103 19 p.

Research output: ResearchChapter

Alternatives
American put option
Decompose
Exercise
Equivalence

The stop-loss start-gain paradox and option valuation: A new decomposition into intrinsic and time value

Carr, P. P. & Jarrow, R. A. Jan 1 2008 Financial Derivatives Pricing. World Scientific Publishing Co., p. 61-84 24 p.

Research output: ResearchChapter

Paradox
Option valuation
Decomposition
Intrinsic
Option Valuation
1987

PRODUCT FAILURES, MANUFACTURING RELIABILITY AND QUALITY CONTROL: A DYNAMIC FRAMEWORK.

Tapiero, C. S., Reisman, A. & Ritchken, P. May 1987 INFOR: Information Systems and Operational Research. 2 ed. Vol. 25, p. 152-164 13 p.

Research output: ResearchChapter

Quality control
Sales
Sampling
Economics
Costs
1980

A probability model for the effects of distance on the demand for multiple facilities.

Tapiero, C. S. 1980 Environment & Planning A. 4 ed. Vol. 12, p. 399-408 10 p.

Research output: ResearchChapter

demand
effect
distribution

RANDOM VEHICLE DISPATCHING WITH OPTIONS AND OPTIMAL FLEET SIZE.

Zuckerman, D. & Tapiero, C. T. Dec 1980 Transportation Research, Part B: Methodological. 4 ed. Vol. 14 B, p. 361-368 8 p.

Research output: ResearchChapter

Availability
Costs
1975

LINEAR BREAKEVEN ANALYSIS UNDER RISK.

Star, M. K. & Tapiero, C. S. Dec 1975 Operational Research Quarterly. 4 ii ed. Vol. 26, p. 847-856 10 p.

Research output: ResearchChapter

Break-even analysis
Characteristic function
Probability distribution
Probability distributions
1974

ESTIMATING THE VALUE OF CONTRACTS - A SIMULATION STUDY.

Tapiero, C. S. & de Loze, P. Nov 1974 Rev Fr Autom Inf Rech Oper. Vol. 8, p. 33-49 17 p.

Research output: ResearchChapter

Probability distributions
Economics