| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Call Option Prices Based on Bessel Processes
|
Yen, Ju-Yi
|
|
2009
|
13 |
2 |
p. 329-347
|
article
|
| 2 |
Extremes of Markov-additive Processes with One-sided Jumps, with Queueing Applications
|
Dieker, A. B.
|
|
2009
|
13 |
2 |
p. 221-267
|
article
|
| 3 |
FIFO Versus LIFO Issuing Policies for Stochastic Perishable Inventory Systems
|
Parlar, Mahmut
|
|
2009
|
13 |
2 |
p. 405-417
|
article
|
| 4 |
Maximum Level and Hitting Probabilities in Stochastic Fluid Flows Using Matrix Differential Riccati Equations
|
Sericola, Bruno
|
|
2009
|
13 |
2 |
p. 307-328
|
article
|
| 5 |
Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing
|
Ramponi, Alessandro
|
|
2009
|
13 |
2 |
p. 349-368
|
article
|
| 6 |
On Average Run Lengths of Control Charts for Autocorrelated Processes
|
Chang, Yung-Ming
|
|
2009
|
13 |
2 |
p. 419-431
|
article
|
| 7 |
On Success Runs of Length Exceeded a Threshold
|
Makri, Frosso S.
|
|
2009
|
13 |
2 |
p. 269-305
|
article
|
| 8 |
Population Monte Carlo Algorithm in High Dimensions
|
Lee, Jeong Eun
|
|
2009
|
13 |
2 |
p. 369-389
|
article
|
| 9 |
Quantitative Non-Geometric Convergence Bounds for Independence Samplers
|
Roberts, Gareth O.
|
|
2009
|
13 |
2 |
p. 391-403
|
article
|
| 10 |
The Sequential Occupancy Problem through Group Throwing of Indistinguishable Balls
|
Gadrich, Tamar
|
|
2009
|
13 |
2 |
p. 433-448
|
article
|
Journal description