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MANSCI
2008
69views more  MANSCI 2008»
13 years 11 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»
13 years 11 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»
13 years 11 months ago
Regret and Feedback Information in First-Price Sealed-Bid Auctions
Richard Engelbrecht-Wiggans, Elena Katok
MANSCI
2008
78views more  MANSCI 2008»
13 years 11 months ago
Inventory Management Under Market Size Dynamics
Tava Lennon Olsen, Rodney P. Parker
MANSCI
2008
68views more  MANSCI 2008»
13 years 11 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»
13 years 11 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»
13 years 11 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»
13 years 11 months ago
Appropriability and Commercialization: Evidence from MIT Inventions
Emmanuel Dechenaux, Brent Goldfarb, Scott Shane, M...
MANSCI
2008
59views more  MANSCI 2008»
13 years 11 months ago
Choice Interactions and Business Strategy
Pankaj Ghemawat, Daniel A. Levinthal
MANSCI
2008
57views more  MANSCI 2008»
13 years 11 months ago
The Red Queen, Success Bias, and Organizational Inertia
William P. Barnett, Elizabeth G. Pontikes