4670 results in Mathematical finance
HEAVY TRAFFIC LIMITS VIA BROWNIAN EMBEDDINGS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 4 / October 2006
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- 19 September 2006, pp. 595-598
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A REAL-WORLD STOCHASTIC TWO-PERSON GAME
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 4 / October 2006
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- 19 September 2006, pp. 599-608
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OPTIMAL ADMISSION CONTROL IN QUEUES WITH WORKLOAD-DEPENDENT SERVICE RATES
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 4 / October 2006
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- 19 September 2006, pp. 543-570
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THE SCIENTIFIC CONTRIBUTIONS OF MILTON SOBEL
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 383-411
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STOCHASTIC ORDERINGS OF DISCRETE-TIME PROCESSES AND DISCRETE RECORD VALUES
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 447-464
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UPPER BOUNDS FOR RUIN PROBABILITY UNDER TIME SERIES MODELS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 529-542
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ON BOUNDS AND APPROXIMATING WEIGHTED DISTRIBUTIONS BY EXPONENTIAL DISTRIBUTIONS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 517-528
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SOME RESULTS ABOUT MIT ORDER AND IMIT CLASS OF LIFE DISTRIBUTIONS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 481-496
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STOCHASTIC ORDERINGS BETWEEN p-SPACINGS OF GENERALIZED ORDER STATISTICS FROM TWO SAMPLES
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 465-479
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FUNDING A WARRANTY RESERVE WITH CONTRIBUTIONS AFTER EACH SALE
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 497-515
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ON THE OUTCOME OF A CASCADING FAILURE MODEL
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 413-427
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SOJOURN TIME TAILS IN THE M/D/1 PROCESSOR SHARING QUEUE
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 3 / July 2006
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- 01 June 2006, pp. 429-446
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OPTIMIZATION AND OPTIMALITY OF (s,S) STOCHASTIC INVENTORY SYSTEMS WITH NON-QUASICONVEX COSTS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 287-306
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MOVE-FORWARD RULES AND f-SWAP RULES APPLIED TO A COMMUNICATION PROBLEM
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 271-286
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EXPLOITING THE WAITING TIME PARADOX: APPLICATIONS OF THE SIZE-BIASING TRANSFORMATION
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 195-230
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MAKING SIMULATIONS MORE EFFICIENT WHEN ANALYZING POISSON ARRIVAL SYSTEMS AND MEANS OF MONOTONE FUNCTIONS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 251-256
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SOME NEW BOUNDS FOR THE RENEWAL FUNCTION
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 231-250
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REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 363-379
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ON THE STRUCTURE OF OPTIMAL ORDERING POLICIES FOR STOCHASTIC INVENTORY SYSTEMS WITH MINIMUM ORDER QUANTITY
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 257-270
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A FLUID EOQ MODEL WITH A TWO-STATE RANDOM ENVIRONMENT
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- Probability in the Engineering and Informational Sciences / Volume 20 / Issue 2 / April 2006
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- 06 March 2006, pp. 329-349
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