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eCommons@Cornell >
Browsing by Author Heath, D.
Showing results 1 to 15 of 15
| Preview | Issue Date | Title | Author(s) | | Oct-1989 | Bond pricing and the term structure of interest rates: a new methodology for contingent claims valuation | Heath, D.; Jarrow, R.; Morton, A. |
| Feb-1997 | A Characterization of Measures of Risk | Artzner, P.; Delbaen, F.; J-M. Eber; Heath, D. |
| Oct-1986 | Coherent Inference from Improper Priors and from Finitely Additive Priors | Heath, D.; Sudderth, W. |
| Dec-1989 | Contingent claim valuation with a random evolution of interest rates | Heath, D.; Jarrow, R.; Morton, A. |
| Jun-1988 | A Dynamic Response Surface Model for Frequency Domain Simulation Experiments | Schruben, L.; Heath, D.; Buss, A. |
| Mar-1985 | Ex-dividend Stock Price Behavior and Arbitrage Opportunities | Heath, D.; Jarrow, R. |
| Jan-1996 | Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models | Heath, D.; Resnick, S.; Samorodnitsky, G. |
| Oct-1997 | How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails | Heath, D.; Resnick, S.; Samorodnitsky, G. |
| Apr-1977 | Internal Telephone Billing Rates: A Novel Application of Non-Atomic Game Theory | Billera, L.; Heath, D.; Rannan, J. |
| Oct-1986 | Leaving an Interval in Limited Playing Time | Heath, D.; Kertz, R. |
| Apr-1985 | Minimizing or Maximizing the Expected Time to Reach Zero | Heath, D.; Orey, S.; Pestien, V.; Sudderth, W. |
| Oct-1991 | Modelling the evolution of demand forecasts with application to safety stock analysis in production distribution systems | Heath, D.; Jackson, P. |
| Aug-1992 | Modelling the Impact of Assembly Demand Forecast Accuracy on Customer Service, Inventory, and Expediting | Jackson, P.; Heath, D.; Loew, C.; Marschke, D.; Rieth, L.; Shunk, J. |
| Jul-1985 | On the Adequacy of Pseudo-Random Number Generators | Heath, D.; Sanchez, P. |
| Aug-1996 | Patterns of Buffer Overflow in a Class of Queues with Long Memory in the Input Stream | Heath, D.; Resnick, S.; Samorodnitsky, G. |
Showing results 1 to 15 of 15
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