Statistics
Publications
17
Citations
1.2K
H-Index
15
Active since
2001
Martin B. Haugh is an author at Columbia University specializing in finance, business, and optimization.
Publications per year
2001–2020
17
17
Pricing American Options: A Duality Approach
Martin B. Haugh, Leonid Kogan · Operations Research · 2004 · 476 citations
Business, Finance, Mathematics +17
Supply Contracts with Financial Hedging
René Caldentey, Martin B. Haugh · Operations Research · 2008 · 152 citations · Full text
Asset allocation and derivatives
Martin B. Haugh, Andrew W. Lo · Quantitative Finance · 2001 · 83 citations
Business, Finance, Asset Pricing +16
Pricing American Options: A Duality Approach
Martin B. Haugh, Leonid Kogan · SSRN Electronic Journal · 2002 · 58 citations · Full text
Business, Finance, Mathematics +17
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