nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Call Option Prices Based on Bessel Processes
|
Yen, Ju-Yi |
|
2009 |
13 |
2 |
p. 329-347 |
artikel |
2 |
Extremes of Markov-additive Processes with One-sided Jumps, with Queueing Applications
|
Dieker, A. B. |
|
2009 |
13 |
2 |
p. 221-267 |
artikel |
3 |
FIFO Versus LIFO Issuing Policies for Stochastic Perishable Inventory Systems
|
Parlar, Mahmut |
|
2009 |
13 |
2 |
p. 405-417 |
artikel |
4 |
Maximum Level and Hitting Probabilities in Stochastic Fluid Flows Using Matrix Differential Riccati Equations
|
Sericola, Bruno |
|
2009 |
13 |
2 |
p. 307-328 |
artikel |
5 |
Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing
|
Ramponi, Alessandro |
|
2009 |
13 |
2 |
p. 349-368 |
artikel |
6 |
On Average Run Lengths of Control Charts for Autocorrelated Processes
|
Chang, Yung-Ming |
|
2009 |
13 |
2 |
p. 419-431 |
artikel |
7 |
On Success Runs of Length Exceeded a Threshold
|
Makri, Frosso S. |
|
2009 |
13 |
2 |
p. 269-305 |
artikel |
8 |
Population Monte Carlo Algorithm in High Dimensions
|
Lee, Jeong Eun |
|
2009 |
13 |
2 |
p. 369-389 |
artikel |
9 |
Quantitative Non-Geometric Convergence Bounds for Independence Samplers
|
Roberts, Gareth O. |
|
2009 |
13 |
2 |
p. 391-403 |
artikel |
10 |
The Sequential Occupancy Problem through Group Throwing of Indistinguishable Balls
|
Gadrich, Tamar |
|
2009 |
13 |
2 |
p. 433-448 |
artikel |