Extremes of Markov-additive Processes with One-sided Jumps, with Queueing Applications A. B. DiekerM. Mandjes OriginalPaper Open access 10 July 2009 Pages: 221 - 267
On Success Runs of Length Exceeded a Threshold Frosso S. MakriZaharias M. Psillakis OriginalPaper 18 July 2009 Pages: 269 - 305
Maximum Level and Hitting Probabilities in Stochastic Fluid Flows Using Matrix Differential Riccati Equations Bruno SericolaMarie-Ange Remiche OriginalPaper 04 August 2009 Pages: 307 - 328
Call Option Prices Based on Bessel Processes Ju-Yi YenMarc Yor OriginalPaper 07 August 2009 Pages: 329 - 347
Mixture Dynamics and Regime Switching Diffusions with Application to Option Pricing Alessandro Ramponi OriginalPaper 25 August 2009 Pages: 349 - 368
Population Monte Carlo Algorithm in High Dimensions Jeong Eun LeeRoss McVinishKerrie Mengersen OriginalPaper 26 August 2009 Pages: 369 - 389
Quantitative Non-Geometric Convergence Bounds for Independence Samplers Gareth O. RobertsJeffrey S. Rosenthal OriginalPaper 03 October 2009 Pages: 391 - 403
FIFO Versus LIFO Issuing Policies for Stochastic Perishable Inventory Systems Mahmut ParlarDavid PerryWolfgang Stadje OriginalPaper 07 January 2010 Pages: 405 - 417
On Average Run Lengths of Control Charts for Autocorrelated Processes Yung-Ming ChangTung-Lung Wu OriginalPaper 27 November 2009 Pages: 419 - 431
The Sequential Occupancy Problem through Group Throwing of Indistinguishable Balls Tamar GadrichRachel Ravid OriginalPaper 11 December 2009 Pages: 433 - 448