Henry Schellhorn

According to our database, Henry Schellhorn authored at least 10 papers between 1997 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2016

Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula".

Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong

Adv. Decis. Sci., 2016

2011

A trading mechanism contingent on several indices.

Henry Schellhorn

Eur. J. Oper. Res., 2011

2010

A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula.

Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong

Adv. Decis. Sci., 2010

2009

A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms.

Henry Schellhorn

Eur. J. Oper. Res., 2009

2007

Credit Risk in a Network Economy.

Didier Cossin, Henry Schellhorn

Manag. Sci., 2007

A note on the first moment of makespan in an assembly shop.

Henry Schellhorn

Eur. J. Oper. Res., 2007

2006

A new simulation approach to the LIBOR market model.

Henry Schellhorn, Zhihua Chen

Math. Comput. Model., 2006

An analytical characterization for an optimal change of Gaussian measures.

Henry Schellhorn

Adv. Decis. Sci., 2006

2005

A formulation of combinatorial auction via reverse convex programming.

Henry Schellhorn

Adv. Decis. Sci., 2005

1997

Combination trading with limit orders.

Henry Schellhorn

Adv. Decis. Sci., 1997