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Journal Articles
- 2016
[j10]Didier Cossin, Henry Schellhorn
, Nan Song, Satjaporn Tungsong:
Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula". Adv. Decis. Sci. 2016: 5698452:1 (2016)- 2011
- [j9]Henry Schellhorn:
A trading mechanism contingent on several indices. Eur. J. Oper. Res. 213(3): 551-558 (2011) - 2010
- [j8]Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong:
A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula. Adv. Decis. Sci. 2010: 546547:1-546547:29 (2010) - 2009
- [j7]Henry Schellhorn:
A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms. Eur. J. Oper. Res. 197(2): 799-808 (2009) - 2007
- [j6]Henry Schellhorn:
A note on the first moment of makespan in an assembly shop. Eur. J. Oper. Res. 180(2): 963-969 (2007) - [j5]Didier Cossin, Henry Schellhorn:
Credit Risk in a Network Economy. Manag. Sci. 53(10): 1604-1617 (2007) - 2006
- [j4]Henry Schellhorn:
An analytical characterization for an optimal change of Gaussian measures. Adv. Decis. Sci. 2006: 95912:1-95912:9 (2006) - [j3]Henry Schellhorn, Zhihua Chen:
A new simulation approach to the LIBOR market model. Math. Comput. Model. 44(3-4): 382-396 (2006) - 2005
- [j2]Henry Schellhorn:
A formulation of combinatorial auction via reverse convex programming. Adv. Decis. Sci. 9(1): 19-32 (2005) - 1997
- [j1]Henry Schellhorn:
Combination trading with limit orders. Adv. Decis. Sci. 1(2): 133-150 (1997)
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