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Browsing by Author Heath, D.

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


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