9 results
Gated, Exhaustive, Parallel Service
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- Probability in the Engineering and Informational Sciences / Volume 6 / Issue 2 / April 1992
- Published online by Cambridge University Press:
- 27 July 2009, pp. 217-239
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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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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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OPTIMAL GROWTH IN CONTINUOUS-TIME WITH CREDIT RISK
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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. 129-145
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The return on investment from proportional portfolio strategies
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- Advances in Applied Probability / Volume 30 / Issue 1 / March 1998
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- 01 July 2016, pp. 216-238
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- March 1998
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Portfolio choice and the Bayesian Kelly criterion
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- Advances in Applied Probability / Volume 28 / Issue 4 / December 1996
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- 01 July 2016, pp. 1145-1176
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- December 1996
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Transient behavior of coverage processes by applications to the infinite-server queue
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- Journal of Applied Probability / Volume 30 / Issue 3 / September 1993
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- 14 July 2016, pp. 589-601
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- September 1993
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Work-modulated queues with applications to storage processes
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- Journal of Applied Probability / Volume 29 / Issue 3 / September 1992
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- 14 July 2016, pp. 699-712
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- September 1992
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Dynamic priority rules for cyclic-type queues
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- Journal:
- Advances in Applied Probability / Volume 21 / Issue 2 / June 1989
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- 01 July 2016, pp. 432-450
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- June 1989
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