4666 results in Mathematical finance
DYNAMIC VISIT-ORDER RULES FOR BATCH-SERVICE POLLING
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 351-367
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HYPERGEOMETRIC GROUP TESTING WITH INCOMPLETE INFORMATION
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 335-350
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LARGE DEVIATIONS BOUNDS FOR FACE-HOMOGENEOUS RANDOM WALKS IN THE QUARTER-PLANE
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 369-395
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DISPERSION-TYPE VARIABILITY ORDERS
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 305-334
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ON SPECTRAL SIMULATION OF FRACTIONAL BROWNIAN MOTION
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 417-434
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ON IDENTITIES FOR A RANDOM WALK IN AN ORTHANT WITH ABSORBING BOUNDARY
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 411-415
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SHIFT AND SCALE COUPLING METHODS FOR PERFECT SIMULATION
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 3 / July 2003
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- 06 June 2003, pp. 277-303
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MAINTENANCE POLICY FOR A CONTINUOUSLY MONITORED DETERIORATING SYSTEM
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 235-250
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MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE MODEL WITH CONSTANT INTEREST RATE
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 183-198
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PRESERVATION OF PROPERTIES UNDER MIXTURE
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 205-212
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INCORPORATING OPERATIONAL CHARACTERISTICS AND START-UP COSTS IN OPTION-BASED VALUATION OF POWER GENERATION CAPACITY
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 155-181
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STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 251-265
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A NOTE ON THE INSURANCE RISK PROBLEM
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 199-203
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CONVERGENCE OF SIMULATION-BASED POLICY ITERATION
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 213-234
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STOCHASTIC COMPARISONS ON RESIDUAL LIFE AND INACTIVITY TIME OF SERIES AND PARALLEL SYSTEMS
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 2 / April 2003
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- 27 February 2003, pp. 267-275
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AN AGING CONCEPT BASED ON MAJORIZATION
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 1 / January 2003
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- 07 January 2003, pp. 107-117
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OPTIMAL CONTROL OF A SIMPLE IMMIGRATION PROCESS THROUGH THE INTRODUCTION OF A PREDATOR
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 1 / January 2003
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- 07 January 2003, pp. 119-135
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ACKNOWLEDGMENT OF PRIORITY: “On the conditions for mixtures of increasing failure rate distributions to have an increasing failure rate”
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 1 / January 2003
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- 07 January 2003, p. 153
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A STOCHASTIC CLEARING MODEL WITH A BROWNIAN AND A COMPOUND POISSON COMPONENT
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 1 / January 2003
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- 07 January 2003, pp. 1-22
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THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY
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- Probability in the Engineering and Informational Sciences / Volume 17 / Issue 1 / January 2003
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- 07 January 2003, pp. 23-45
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