Martin B. Haugh
According to our database1, Martin B. Haugh authored at least 20 papers between 2001 and 2021.
Legend:Book In proceedings Article PhD thesis Other
IEEE Trans. Autom. Control., 2020
Oper. Res., 2017
A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers.
Found. Trends Technol. Inf. Oper. Manag., 2017
SIAM J. Financial Math., 2014
Erratum to "A unified approach to multiple stopping and duality" [Oper. Res. Lett. (2012)].
Oper. Res. Lett., 2012
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies.
Proceedings of the Winter Simulation Conference, 2007
Math. Oper. Res., 2006
New simulation methodology for finance: duality theory and simulation in financial engineering.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003