2021-Peking University HSBC Business School(PHBS)

This paper studies a distribution channel where a national brand manufacturer and a dominant retailer collaborate

Ehsan Bolandifar*, Zhong Cheng, Kaijie Zhu

ARTICLE | European Journal of Operational Research |Issue 3, Vol.293, 2021

Keywords: OR in marketing, asymmetric retail channel, store brand, dominant retailer

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This study presents new analytic approximations of the stochastic-alpha-beta-rho (SABR) model Unlike existing studie

Jaehyuk Choi*, Lixin Wu

ARTICLE | Journal of Economic Dynamics and Control |Vol.128, 2021

Keywords: Stochastic volatility, SABR model, CEV model, implied volatility

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Peking University HSBC Business School(PHBS), University Town, Nanshan District Shenzhen 518055, P.R.China