Martin Haugh
Affiliations: | Operations Research | Columbia University, New York, NY |
Area:
Operations Research, FinanceGoogle:
"Martin Haugh"
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Publications
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Caldentey R, Haugh M. (2017) A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers Foundations and Trends in Technology, Information and Operations Management. 11: 124-143 |
Caldentey R, Haugh M. (2006) Optimal Control and Hedging of Operations in the Presence of Financial Markets Mathematics of Operations Research. 31: 285-304 |