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Author ID: ritchken.peter-h Recent zbMATH articles by "Ritchken, Peter H."
Published as: Ritchken, Peter; Ritchken, Peter H.; Ritchken, P.; Ritchken, P. H.
Documents Indexed: 29 Publications since 1984
Co-Authors: 24 Co-Authors with 28 Joint Publications
219 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 294 times in 274 Documents Cited by Year
Volatility structures of forward rates and the dynamics of the term structure. Zbl 0866.90023
Ritchken, Peter; Sankarasubramanian, L.
47
1995
Multinomial approximating models for options with \(k\) state variables. Zbl 0825.90061
Kamrad, Bardia; Ritchken, Peter
45
1991
Option pricing with downward-sloping demand curves: the case of supply chain options. Zbl 1145.91341
Burnetas, Apostolos; Ritchken, Peter
28
2005
The valuation of path dependent contracts on the average. Zbl 0798.90025
Ritchken, Peter; Sankarasubramanian, L.; Vijh, Anand M.
24
1993
Contracting with asymmetric demand information in supply chains. Zbl 1244.90029
Babich, Volodymyr; Li, Hantao; Ritchken, Peter; Wang, Yunzeng
19
2012
Option and forward contracting with asymmetric information: Valuation issues in supply chains. Zbl 1157.90392
Li, Hantao; Ritchken, Peter; Wang, Yunzeng
16
2009
Contingent claims contracting for purchasing decisions in inventory management. Zbl 0617.90016
Ritchken, Peter H.; Tapiero, Charles S.
16
1986
Approximating GARCH-jump models, jump-diffusion processes, and option pricing. Zbl 1136.91427
Duan, Jin-Chuan; Ritchken, Peter; Sun, Zhiqiang
11
2006
Warranty design under buyer and seller risk aversion. Zbl 0602.90089
Ritchken, Peter H.; Tapiero, Charles S.
11
1986
(m,T) group maintenance policies. Zbl 0709.90041
Ritchken, Peter; Wilson, John G.
10
1990
Option pricing under regime switching. Zbl 1405.91609
Duan, Jin-Chuan; Popova, Ivilina; Ritchken, Peter
10
2002
Reliability, pricing and quality control. Zbl 0614.90014
Tapiero, Charles S.; Ritchken, Peter H.; Reisman, Arnold
8
1987
Warranty policies for non-repairable items under risk aversion. Zbl 0566.90039
Ritchken, Peter H.
8
1985
An empirical comparison of GARCH option pricing models. Zbl 1201.91229
Hsieh, K. C.; Ritchken, P.
7
2005
On stochastic dominance and decreasing absolute risk averse option pricing bounds. Zbl 0667.90008
Ritchken, Peter; Kuo, Shyanjaw
6
1989
Pricing the quality option in treasury bond futures. Zbl 0900.90096
Ritchken, Peter; Sankarasubramanian, L.
6
1992
Interest rate option pricing with volatility humps. Zbl 1274.91441
Ritchken, Peter; Chuang, Iyuan
6
1999
Optimal replacement policies for irreparable warrantied items. Zbl 0613.90035
Ritchken, Peter H.; Fuh, D.
4
1986
The effect of estimation risk in establishing safety stock levels in an inventory model. Zbl 0549.90036
Ritchken, Peter H.; Sankar, Ravi
3
1984
Option pricing bounds in an \(\alpha\)-stable security market. Zbl 0888.90017
Janicki, A. W.; Popova, I.; Ritchken, P. H.; Woyczynski, W. A.
3
1997
Product failures, manufacturing reliability and quality control: A dynamic framework. Zbl 0629.90045
Tapiero, Charles S.; Reisman, Arnold; Ritchken, Peter
2
1987
Valuing fixed price supply contracts. Zbl 0802.90054
Kamrad, Bardia; Ritchken, Peter
2
1994
A binomial contingent claims model for valuing risky ventures. Zbl 0726.90010
Ritchken, P.; Kamrad, B.
1
1991
Minimum option prices under decreasing absolute risk aversion. Zbl 1274.91428
Mathur, Kamlesh; Ritchken, Peter
1
1999
Contracting with asymmetric demand information in supply chains. Zbl 1244.90029
Babich, Volodymyr; Li, Hantao; Ritchken, Peter; Wang, Yunzeng
19
2012
Option and forward contracting with asymmetric information: Valuation issues in supply chains. Zbl 1157.90392
Li, Hantao; Ritchken, Peter; Wang, Yunzeng
16
2009
Approximating GARCH-jump models, jump-diffusion processes, and option pricing. Zbl 1136.91427
Duan, Jin-Chuan; Ritchken, Peter; Sun, Zhiqiang
11
2006
Option pricing with downward-sloping demand curves: the case of supply chain options. Zbl 1145.91341
Burnetas, Apostolos; Ritchken, Peter
28
2005
An empirical comparison of GARCH option pricing models. Zbl 1201.91229
Hsieh, K. C.; Ritchken, P.
7
2005
Option pricing under regime switching. Zbl 1405.91609
Duan, Jin-Chuan; Popova, Ivilina; Ritchken, Peter
10
2002
Interest rate option pricing with volatility humps. Zbl 1274.91441
Ritchken, Peter; Chuang, Iyuan
6
1999
Minimum option prices under decreasing absolute risk aversion. Zbl 1274.91428
Mathur, Kamlesh; Ritchken, Peter
1
1999
Option pricing bounds in an \(\alpha\)-stable security market. Zbl 0888.90017
Janicki, A. W.; Popova, I.; Ritchken, P. H.; Woyczynski, W. A.
3
1997
Volatility structures of forward rates and the dynamics of the term structure. Zbl 0866.90023
Ritchken, Peter; Sankarasubramanian, L.
47
1995
Valuing fixed price supply contracts. Zbl 0802.90054
Kamrad, Bardia; Ritchken, Peter
2
1994
The valuation of path dependent contracts on the average. Zbl 0798.90025
Ritchken, Peter; Sankarasubramanian, L.; Vijh, Anand M.
24
1993
Pricing the quality option in treasury bond futures. Zbl 0900.90096
Ritchken, Peter; Sankarasubramanian, L.
6
1992
Multinomial approximating models for options with \(k\) state variables. Zbl 0825.90061
Kamrad, Bardia; Ritchken, Peter
45
1991
A binomial contingent claims model for valuing risky ventures. Zbl 0726.90010
Ritchken, P.; Kamrad, B.
1
1991
(m,T) group maintenance policies. Zbl 0709.90041
Ritchken, Peter; Wilson, John G.
10
1990
On stochastic dominance and decreasing absolute risk averse option pricing bounds. Zbl 0667.90008
Ritchken, Peter; Kuo, Shyanjaw
6
1989
Reliability, pricing and quality control. Zbl 0614.90014
Tapiero, Charles S.; Ritchken, Peter H.; Reisman, Arnold
8
1987
Product failures, manufacturing reliability and quality control: A dynamic framework. Zbl 0629.90045
Tapiero, Charles S.; Reisman, Arnold; Ritchken, Peter
2
1987
Contingent claims contracting for purchasing decisions in inventory management. Zbl 0617.90016
Ritchken, Peter H.; Tapiero, Charles S.
16
1986
Warranty design under buyer and seller risk aversion. Zbl 0602.90089
Ritchken, Peter H.; Tapiero, Charles S.
11
1986
Optimal replacement policies for irreparable warrantied items. Zbl 0613.90035
Ritchken, Peter H.; Fuh, D.
4
1986
Warranty policies for non-repairable items under risk aversion. Zbl 0566.90039
Ritchken, Peter H.
8
1985
The effect of estimation risk in establishing safety stock levels in an inventory model. Zbl 0549.90036
Ritchken, Peter H.; Sankar, Ravi
3
1984
all top 5

Cited by 502 Authors

8 Lyuu, Yuh-Dauh
6 Chiarella, Carl
6 Ritchken, Peter H.
5 Chen, Xu
5 Siu, Tak Kuen
5 Tapiero, Charles S.
4 Bormetti, Giacomo
4 Cheng, Tai-Chiu Edwin
4 Chien, Yu-Hung
4 Dai, Tian-Shyr
4 Ma, Lijun
4 Pirjol, Dan
4 Wang, Shouyang
4 Yang, Hailiang
4 Zhao, Yingxue
4 Zhu, Lingjiong
3 Badescu, Alexandru M.
3 Brigo, Damiano
3 Chen, Kebing
3 Choi, Tsan-Ming
3 Elliott, Robert James
3 Farnoosh, Rahman
3 Francischello, Marco
3 Nikitopoulos Sklibosios, Christina
3 Pallavicini, Andrea
3 Pascucci, Andrea
3 Sobhani, Amirhossein
3 Trigeorgis, Lenos
3 Wang, Chong
3 Yang, Ruina
3 Yuen, Fei Lung
3 Zhao, Ruiqing
2 Avinadav, Tal
2 Beheshti, Mohammad Hossein
2 Blischke, Wallace R.
2 Bueno-Guerrero, Alberto
2 Chernonog, Tatyana
2 Ching, Wai-Ki
2 Fusai, Gianluca
2 Godin, Frédéric
2 Hsu, William Wei-Yuan
2 Huang, Jr-Wei
2 Kim, Hongjoong
2 Kulperger, Reg J.
2 Kyriakou, Ioannis
2 Li, Hantao
2 Ma, Nana
2 Moon, Kyoung-Sook
2 Murthy, D. N. Prabhakar
2 Navas, Javier F.
2 Pelsser, Antoon A. J.
2 Rachev, Svetlozar T.
2 Song, Na
2 Tang, Kwei
2 Tchuindjo, Leonard
2 Vetzal, Kenneth R.
2 Vörös, Jozsef
2 Wang, Yunzeng
2 Xie, Yue
2 Xu, Ningxiong
2 Yan, Xiaoming
2 Yang, Lei
2 Yang, Sharon S.
2 Yao, Yong
2 Yoo, Young K.
2 Yu, Mingzhu
2 Zhou, Yongwu
1 Abbou, Abderrahmane
1 Akahori, Jirô
1 Aliahmadi, Hazhir
1 Alitab, Dario
1 Almeida, Adial Teixeira
1 Amalia, Christoforidou
1 Andresen, Arne
1 Ang, Andrew
1 Angelini, Flavio
1 Anisimov, Vladimir Vladislavovič
1 Aoki, Hiroki
1 Arcelus, Francisco J.
1 Arguin, Louis-Pierre
1 Au, Kelly T.
1 Babbs, Simon H.
1 Babich, Volodymyr O.
1 Badinelli, Ralph D.
1 Bai, Jun
1 Bai, Qingguo
1 Bakal, Ismail Serdar
1 Băleanu, Dumitru I.
1 Banerjee, Shantanu
1 Baron, Michael I.
1 Barron, Yonit
1 Basso, Antonella
1 Bauso, Dario
1 Beltratti, Andrea
1 Ben-Abdallah, Ramzi
1 Ben-Ameur, Hatem
1 Benth, Fred Espen
1 Bermin, Hans-Peter
1 Berton, Julien
1 Bhar, Ramaprasad
...and 402 more Authors
all top 5

Cited in 68 Serials

60 European Journal of Operational Research
22 Quantitative Finance
18 Annals of Operations Research
11 International Journal of Theoretical and Applied Finance
10 Applied Mathematical Finance
10 Review of Derivatives Research
9 Journal of Industrial and Management Optimization
8 Applied Mathematics and Computation
7 Operations Research Letters
6 Asia-Pacific Journal of Operational Research
6 North American Actuarial Journal
5 Computers & Mathematics with Applications
5 Journal of Economic Dynamics & Control
5 Mathematical and Computer Modelling
4 International Journal of Systems Science
4 Journal of Computational and Applied Mathematics
4 Insurance Mathematics & Economics
3 Mathematical Problems in Engineering
3 Soft Computing
3 Discrete Dynamics in Nature and Society
3 Applied Stochastic Models in Business and Industry
3 Decisions in Economics and Finance
3 Asia-Pacific Financial Markets
3 Annals of Finance
2 Naval Research Logistics
2 Operations Research
2 Computers & Operations Research
2 Applied Mathematical Modelling
2 Computational Economics
2 International Transactions in Operational Research
2 Finance and Stochastics
2 Mathematical Finance
2 Mathematical Methods of Operations Research
2 Journal of Systems Science and Complexity
2 Mathematics and Financial Economics
1 Acta Informatica
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Physica A
1 Journal of Econometrics
1 Journal of Optimization Theory and Applications
1 Mathematische Annalen
1 Mathematical Social Sciences
1 Stochastic Analysis and Applications
1 International Journal of Production Research
1 Statistical Science
1 Applied Mathematics Letters
1 Communications in Statistics. Theory and Methods
1 International Journal of Computer Mathematics
1 Computational Statistics and Data Analysis
1 Potential Analysis
1 Complexity
1 INFORMS Journal on Computing
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Communications in Nonlinear Science and Numerical Simulation
1 RAIRO. Operations Research
1 Scandinavian Actuarial Journal
1 Portugaliae Mathematica. Nova Série
1 ASTIN Bulletin
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Nonlinear Analysis. Hybrid Systems
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 Financial Engineering and the Japanese Markets
1 Mathematical Sciences
1 International Journal of Applied and Computational Mathematics
1 AIMS Mathematics
1 Frontiers of Mathematical Finance

Citations by Year