Author Info
Name
Affiliation
Papers
MARTIN HAUGH
Department of Industrial Engineering and Operations Research, Columbia University, 331 S.W. Mudd Building, 500 West 120th Street, New York, New York 10027-6902
16
Collaborators
Citations 
PageRank 
12
165
20.21
Referers 
Referees 
References 
270
98
77
Search Limit
100270
Title
Citations
PageRank
Year
A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers.00.342017
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes10.362017
Tax-Aware Dynamic Asset Allocation10.372016
Consistent Pricing of Options on Leveraged ETFs.10.412015
Linear Programming And The Control Of Diffusion Processes10.352015
Information Relaxations and Dynamic Zero-Sum Games.10.362014
Erratum to "A unified approach to multiple stopping and duality" [Oper. Res. Lett. (2012)].00.342012
A unified approach to multiple stopping and duality.80.552012
A note on constant proportion trading strategies20.532011
Supply Contracts with Financial Hedging281.542009
Path-wise estimators and cross-path regressions: an application to evaluating portfolio strategies00.342007
Optimal Control and Hedging of Operations in the Presence of Financial Markets323.272006
Evaluating Portfolio Policies: A Duality Approach111.212006
Pricing American Options: A Duality Approach719.212004
New simulation methodology for finance: duality theory and simulation in financial engineering10.392003
Computational challenges in portfolio management70.652001