| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Convexity Bias in Eurodollar Futures Prices: A Dimension-Free HJM Criterion
|
Pozdnyakov, Vladimir
|
|
2008
|
11 |
4 |
p. 551-560
|
article
|
| 2 |
Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes
|
Takada, Hideyuki
|
|
2008
|
11 |
4 |
p. 687-703
|
article
|
| 3 |
Exact Distribution of the Product of Two or More Logistic Random Variables
|
Nadarajah, Saralees
|
|
2008
|
11 |
4 |
p. 651-660
|
article
|
| 4 |
Marked Markovian Arrivals in a Tandem G-Network with Blocking
|
Gómez-Corral, A.
|
|
2008
|
11 |
4 |
p. 621-649
|
article
|
| 5 |
Moments’ Analysis in Homogeneous Markov Reward Models
|
Castella, F.
|
|
2008
|
11 |
4 |
p. 583-601
|
article
|
| 6 |
New Results on the Barlow–Proschan and Natvig Measures of Component Importance in Nonrepairable and Repairable Systems
|
Natvig, Bent
|
|
2008
|
11 |
4 |
p. 603-620
|
article
|
| 7 |
On the Distributions of the State Sizes of Closed Continuous Time Homogeneous Markov Systems
|
Vasiliadis, G.
|
|
2008
|
11 |
4 |
p. 561-582
|
article
|
| 8 |
On the Pricing of Options Written on the Last Exit Time
|
Akahori, Jirô
|
|
2008
|
11 |
4 |
p. 661-668
|
article
|
| 9 |
The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling
|
Rubinstein, Reuven
|
|
2008
|
11 |
4 |
p. 491-549
|
article
|
| 10 |
Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory
|
Shen, Xin-mei
|
|
2008
|
11 |
4 |
p. 669-685
|
article
|
Journal description