Research Papers
A revenue-equivalence theorem for electricity auctions
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 299-312
-
- Article
- Export citation
Russian options with a finite time horizon
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 313-326
-
- Article
- Export citation
The spectral representation of Bessel processes with constant drift: applications in queueing and finance
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 327-344
-
- Article
- Export citation
Distribution of the amount of genetic material from a chromosomal segment surviving to the following generation
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 345-354
-
- Article
- Export citation
Critical growth of a semi-linear process
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 355-367
-
- Article
- Export citation
Convergence to the coalescent in populations of substantially varying size
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 368-378
-
- Article
- Export citation
Maximum dynamic entropy models
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 379-390
-
- Article
- Export citation
Comparison of multivariate risks and positive dependence
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 391-406
-
- Article
- Export citation
Convolution equivalence and infinite divisibility
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 407-424
-
- Article
- Export citation
Limit theorems for iterated random functions
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 425-436
-
- Article
- Export citation
On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 437-454
-
- Article
- Export citation
Limit theorem for continuous-time random walks with two time scales
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 455-466
-
- Article
- Export citation
Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 467-482
-
- Article
- Export citation
Optimal stopping rules for correlated random walks with a discount
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 483-496
-
- Article
- Export citation
Generalized integrated telegraph processes and the distribution of related stopping times
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 497-507
-
- Article
- Export citation
The compound Poisson immigration process subject to binomial catastrophes
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 508-523
-
- Article
- Export citation
Decomposition property in a discrete-time queue with multiple input streams and service interruptions
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 524-534
-
- Article
- Export citation
Optimal admission control for a single-server loss queue
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 535-546
-
- Article
- Export citation
A stable algorithm for stationary distribution calculation for a BMAP/SM/1 queueing system with Markovian arrival input of disasters
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 547-556
-
- Article
- Export citation
Infinite- and finite-buffer Markov fluid queues: a unified analysis
- Part of:
-
- Published online by Cambridge University Press:
- 14 July 2016, pp. 557-569
-
- Article
- Export citation