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MANSCI
2008
69views more  MANSCI 2008»
14 years 9 months ago
Modeling the Dynamics of Credit Spreads with Stochastic Volatility
This paper investigates a two-factor affine model for the credit spreads on corporate bonds. The
Kris Jacobs, Xiaofei Li
MANSCI
2008
119views more  MANSCI 2008»
14 years 9 months ago
Service-Level Differentiation in Call Centers with Fully Flexible Servers
We study large-scale service systems with multiple customer classes and many statistically identical servers. The following question is addressed: How many servers are required (s...
Itay Gurvich, Mor Armony, Avishai Mandelbaum
MANSCI
2008
100views more  MANSCI 2008»
14 years 9 months ago
Regret and Feedback Information in First-Price Sealed-Bid Auctions
Richard Engelbrecht-Wiggans, Elena Katok
MANSCI
2008
78views more  MANSCI 2008»
14 years 9 months ago
Inventory Management Under Market Size Dynamics
Tava Lennon Olsen, Rodney P. Parker
MANSCI
2008
68views more  MANSCI 2008»
14 years 9 months ago
Queuing for Expert Services
We consider a monopolist expert offering a service with a `credence' characteristic. A credence service is one where the customer cannot verify, even after a purchase, whethe...
Laurens G. Debo, L. Beril Toktay, Luk N. Van Wasse...
MANSCI
2008
54views more  MANSCI 2008»
14 years 9 months ago
Pricing and Operational Recourse in Coproduction Systems
Coproduction systems, in which multiple products are produced simultaneously in a single production run, are prevalent in many industries. Such systems typically produce a random ...
Brian Tomlin, Yimin Wang
MANSCI
2008
99views more  MANSCI 2008»
14 years 9 months ago
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue
This manuscript provides technical details about the application of the methods proposed in Chance, Hillebrand, and Hilliard, "Pricing an Option on an Innovation: An Applicat...
Don M. Chance, Eric Hillebrand, Jimmy E. Hilliard
MANSCI
2008
44views more  MANSCI 2008»
14 years 9 months ago
Appropriability and Commercialization: Evidence from MIT Inventions
Emmanuel Dechenaux, Brent Goldfarb, Scott Shane, M...
MANSCI
2008
59views more  MANSCI 2008»
14 years 9 months ago
Choice Interactions and Business Strategy
Pankaj Ghemawat, Daniel A. Levinthal
MANSCI
2008
57views more  MANSCI 2008»
14 years 9 months ago
The Red Queen, Success Bias, and Organizational Inertia
William P. Barnett, Elizabeth G. Pontikes