173 results in 93Exx
On the structure of proper Black-Scholes formulae
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- Journal of Applied Probability / Volume 38 / Issue A / 2001
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- 14 July 2016, pp. 243-248
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- 2001
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Open-loop routeing to M parallel servers with no buffers
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 668-684
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- September 2000
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Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
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- Journal of Applied Probability / Volume 37 / Issue 3 / September 2000
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- 14 July 2016, pp. 823-834
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- September 2000
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An investment model with entry and exit decisions
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- Journal of Applied Probability / Volume 37 / Issue 2 / June 2000
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- 14 July 2016, pp. 547-559
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- June 2000
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Stochastic differential portfolio games
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 126-147
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- March 2000
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Distribution-free confidence intervals for measurement of effective bandwidth
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- Journal of Applied Probability / Volume 37 / Issue 1 / March 2000
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- 14 July 2016, pp. 224-235
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- March 2000
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On the optimality and the asymptotic optimality of the smallest weighted available buffer policy
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- Advances in Applied Probability / Volume 31 / Issue 4 / December 1999
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- 01 July 2016, pp. 1118-1150
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- December 1999
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Optimal stochastic scheduling of a two-stage tandem queue with parallel servers
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- Advances in Applied Probability / Volume 31 / Issue 4 / December 1999
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- 01 July 2016, pp. 1095-1117
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- December 1999
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Three management policies for a resource with partition constraints
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- Advances in Applied Probability / Volume 31 / Issue 3 / September 1999
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- 01 July 2016, pp. 795-818
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- September 1999
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Interacting particle systems approximations of the Kushner-Stratonovitch equation
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- Advances in Applied Probability / Volume 31 / Issue 3 / September 1999
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- 01 July 2016, pp. 819-838
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- September 1999
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Reaching goals by a deadline: digital options and continuous-time active portfolio management
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- Advances in Applied Probability / Volume 31 / Issue 2 / June 1999
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- 01 July 2016, pp. 551-577
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- June 1999
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Super-replication in stochastic volatility models under portfolio constraints
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- Journal of Applied Probability / Volume 36 / Issue 2 / June 1999
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- 14 July 2016, pp. 523-545
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- June 1999
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Keeping a satellite aloft: two finite fuel stochastic control models
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- Journal of Applied Probability / Volume 36 / Issue 1 / March 1999
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- 14 July 2016, pp. 1-20
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- March 1999
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Optimal dynamic scheduling of a general class of parallel-processing queueing systems
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- Advances in Applied Probability / Volume 30 / Issue 4 / December 1998
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- 01 July 2016, pp. 1130-1156
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- December 1998
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Absorbing process in recursive stochastic equations
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- Journal of Applied Probability / Volume 35 / Issue 2 / June 1998
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- 14 July 2016, pp. 418-426
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- June 1998
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Asymptotically achievable performance in ATM networks
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- Advances in Applied Probability / Volume 30 / Issue 2 / June 1998
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- 01 July 2016, pp. 568-585
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- June 1998
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Filtering of a branching process given its split times
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- Journal of Applied Probability / Volume 34 / Issue 3 / September 1997
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- 14 July 2016, pp. 565-574
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- September 1997
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Stability with a general rate function for a class of stochastic evolution equations in infinite dimensional spaces
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- Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics / Volume 63 / Issue 1 / August 1997
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- 09 April 2009, pp. 128-144
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- August 1997
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Applications of Borovkov's Renovation Theory to Non-Stationary Stochastic Recursive Sequences and Their Control
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- Advances in Applied Probability / Volume 29 / Issue 2 / June 1997
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- 01 July 2016, pp. 388-413
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- June 1997
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The Computation of Average Optimal Policies in Denumerable State Markov Decision Chains
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- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
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- 01 July 2016, pp. 114-137
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- March 1997
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