4666 results in Mathematical finance
EXPONENTIALITY WITHIN CLASS ℒ AND STOCHASTIC EQUIVALENCE OF LAPLACE ORDERED SURVIVAL TIMES
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 2 / April 1999
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- 01 April 1999, pp. 201-207
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ON THE SPECTRAL GAP OF A TIME REVERSIBLE MARKOV CHAIN
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 95-101
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THE MEAN WAITING TIME FOR A PATTERN
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 1-9
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ON THE STEADY-STATE DISTRIBUTION OF NUMBER IN THE QUEUE Geom/G/1
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 121-125
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MOVE-TO-FRONT RULE FOR ACCESSING SEVERAL RECORDS
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 75-93
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ON THE NUMBER OF REFUSALS IN A BUSY PERIOD
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 71-74
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QUASI-PRODUCT FORM TO A MULTINODE QUEUEING SYSTEM WITH A COMMON EXPONENTIAL SETUP SERVER
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 103-119
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REDIALING POLICIES: OPTIMALITY AND SUCCESS PROBABILITIES
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 37-53
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ON 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 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 33-36
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ON A POISSON HYPERBOLIC STAIRCASE
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 11-31
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OPTIMALITY OF CONTROL LIMIT MAINTENANCE POLICIES UNDER NONSTATIONARY DETERIORATION
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- Probability in the Engineering and Informational Sciences / Volume 13 / Issue 1 / January 1999
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- 01 January 1999, pp. 55-70
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Recent Advances in Numerical Methods for Pricing Derivative Securities
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- Numerical Methods in Finance
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- 05 June 2012
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- 26 June 1997, pp 43-66
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Some Nonlinear Methods for Studying Far-from-the-money Contingent Claims
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- Numerical Methods in Finance
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- 05 June 2012
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- 26 June 1997, pp 115-145
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Valuation of American Option in a Jump-diffusion Models
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- 26 June 1997, pp 93-114
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Continuous-Time Monte Carlo Methods and Variance Reduction
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- 26 June 1997, pp 22-42
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Viscosity Solutions and Numerical Schemes for Investment/Consumption Models with Transaction Costs
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- 26 June 1997, pp 245-269
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Monte Carlo Methods for Stochastic Volatility Models
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- Numerical Methods in Finance
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- 26 June 1997, pp 146-164
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Contributors
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- Numerical Methods in Finance
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- 05 June 2012
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- 26 June 1997, pp vii-viii
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The Use of Second-Order Stochastic Dominance To Bound European Call Prices: Theory and Results
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- 05 June 2012
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- 26 June 1997, pp 305-326
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American Options: A Comparison of Numerical Methods
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- Numerical Methods in Finance
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- 05 June 2012
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- 26 June 1997, pp 67-87
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