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    Author information
    First name: Martin B.
    Last name: Haugh
    DBLP: 64/3924
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    Below you find the publications which have been written by this author.

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    Conference paper
    David B. Brown, Martin B. Haugh.
    Information Relaxation Bounds for Infinite Horizon Markov Decision Processes.
    Operations Research 2017, Volume 65 (0) 2017
    Conference paper
    Martin B. Haugh, Garud Iyengar, Chun Wang.
    Tax-Aware Dynamic Asset Allocation.
    Operations Research 2016, Volume 64 (0) 2016
    Conference paper
    Andrew Ahn, Martin B. Haugh, Ashish Jain.
    Consistent Pricing of Options on Leveraged ETFs.
    SIAM J. Financial Math. 2015, Volume 6 (0) 2015
    Conference paper
    Andrew Ahn, Martin B. Haugh.
    Linear Programming and the Control of Diffusion Processes.
    INFORMS Journal on Computing 2015, Volume 27 (0) 2015
    Conference paper
    Shyam S. Chandramouli, Martin B. Haugh.
    A unified approach to multiple stopping and duality.
    Oper. Res. Lett. 2012, Volume 40 (0) 2012
    Conference paper
    Shyam S. Chandramouli, Martin B. Haugh.
    Erratum to "A unified approach to multiple stopping and duality" [Oper. Res. Lett. (2012)].
    Oper. Res. Lett. 2012, Volume 40 (0) 2012
    Conference paper
    Martin B. Haugh.
    A note on constant proportion trading strategies.
    Oper. Res. Lett. 2011, Volume 39 (0) 2011
    Conference paper
    René Caldentey, Martin B. Haugh.
    Supply Contracts with Financial Hedging.
    Operations Research 2009, Volume 57 (0) 2009
    Conference paper
    Martin B. Haugh, Ashish Jain.
    Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies.
    Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007 2007 (0) 2007
    Conference paper
    René Caldentey, Martin B. Haugh.
    Optimal Control and Hedging of Operations in the Presence of Financial Markets.
    Math. Oper. Res. 2006, Volume 31 (0) 2006
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