4666 results in Mathematical finance
10 - Modelling of Forward Libor and Swap Rates
- from Part two - Interest Rate Modeling
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- Handbooks in Mathematical Finance
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- 29 January 2010
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- 19 July 2001, pp 336-396
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2 - Market Models with Frictions: Arbitrage and Pricing Issues
- from Part one - Option Pricing: Theory and Practice
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- Handbooks in Mathematical Finance
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- 29 January 2010
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- 19 July 2001, pp 43-66
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ORDER PICKING IN CAROUSEL SYSTEMS UNDER THE NEAREST ITEM HEURISTIC
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 135-164
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FIRST-PASSAGE PERCOLATION ON THE RANDOM GRAPH
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 225-237
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AN INTERMITTENT FLUID SYSTEM WITH EXPONENTIAL ON-TIMES AND SEMI-MARKOV INPUT RATES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 189-198
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ON PARTIAL ORDERINGS BETWEEN COHERENT SYSTEMS WITH DIFFERENT STRUCTURES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 273-293
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STOCHASTIC COMPARISONS OF NONHOMOGENEOUS PROCESSES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 199-224
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LIKELIHOOD RATIO AND MEAN RESIDUAL LIFE ORDERS FOR ORDER STATISTICS OF HETEROGENEOUS RANDOM VARIABLES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 259-272
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ON THE COMPARISON OF QUEUEING SYSTEMS WITH THEIR FLUID LIMITS
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 165-178
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NOTE ON THE GI/GI/1 QUEUE WITH LCFS-PR OBSERVED AT ARBITRARY TIMES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 179-187
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ON DEVIATION MATRICES FOR BIRTH–DEATH PROCESSES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 2 / April 2001
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- 10 April 2001, pp. 239-258
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COMPARISON OF QUEUES WITH DIFFERENT DISCRETE-TIME ARRIVAL PROCESSES
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 1-14
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COMPUTING AVERAGE OPTIMAL CONSTRAINED POLICIES IN STOCHASTIC DYNAMIC PROGRAMMING
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 103-133
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MAXIMIZING THE TIME SPENT BY A DIFFUSION PROCESS IN AN INTERVAL
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 69-82
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THRESHOLD POLICIES FOR A SINGLE-SERVER QUEUING NETWORK
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 15-33
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THE EXPECTED NUMBERS OF UNRESOLVED POSITIVE CLONES FOR VARIOUS RANDOM POOL DESIGNS
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 57-68
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LIMIT THEOREMS FOR POLLING MODELS WITH INCREASING SETUPS
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 35-55
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ON THE BEHAVIOR OF AGING CHARACTERISTICS IN MIXED POPULATIONS
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 83-94
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SOME RESULTS ON REVERSED HAZARD RATE
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- Probability in the Engineering and Informational Sciences / Volume 15 / Issue 1 / January 2001
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- 07 February 2001, pp. 95-102
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VECTOR-VALUED MARKOV DECISION PROCESSES WITH AVERAGE REWARD CRITERION: THE MULTICHAIN CASE
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- Probability in the Engineering and Informational Sciences / Volume 14 / Issue 4 / October 2000
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- 31 October 2000, pp. 533-548
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