Works matching IS 02699648 AND DT 2015 AND VI 29 AND IP 4
Results: 10
SOME NEW RESULTS ON THE LARGEST ORDER STATISTICS FROM MULTIPLE-OUTLIER GAMMA MODELS.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 597, doi. 10.1017/S0269964815000212
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- Article
PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 565, doi. 10.1017/S0269964815000194
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- Article
APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 547, doi. 10.1017/S0269964815000182
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- Article
OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 589, doi. 10.1017/S0269964815000200
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- Article
PES volume 29 issue 4 Cover and Back matter.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. b1, doi. 10.1017/S0269964815000248
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- Article
COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 623, doi. 10.1017/S0269964815000224
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- Article
PES volume 29 issue 4 Cover and Front matter.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. f1, doi. 10.1017/S0269964815000236
- Publication type:
- Article
STATIC STOCHASTIC KNAPSACK PROBLEMS.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 527, doi. 10.1017/S0269964815000170
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- Article
A CONTINUOUS REVIEW MODEL WITH GENERAL SHELF AGE AND DELAY-DEPENDENT INVENTORY COSTS.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 507, doi. 10.1017/S0269964815000169
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- Article
OPTIMAL SWITCHING ON AND OFF THE ENTIRE SERVICE CAPACITY OF A PARALLEL QUEUE.
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- Probability in the Engineering & Informational Sciences, 2015, v. 29, n. 4, p. 483, doi. 10.1017/S0269964815000157
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- Article