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Search: subject:"lattice path"
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lattice path
2
Arbeitsgruppe
1
Black-Scholes model
1
Black-Scholes-Modell
1
European option
1
Hafen
1
M/D/1
1
Option pricing theory
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Option trading
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Profisport
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ballot problems
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ballottheorem
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composed path
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delivery
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first entrance times
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generating function
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jump-diffusion process
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lattice path counting
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lattice path enumeration
1
option pricing
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order of scoring
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partial sums
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ports analysis
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probabilistic models
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random walk
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rotation procedure
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Fu, Michael
1
Hamada, Kengo
1
Jansen, J.B.
1
Li, Bingqing
1
Li, Guozhen
1
Saran, Jagdish
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Tanaka, Ken-ichi
1
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Tilburg University, Center for Economic Research
1
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Annals of the Institute of Statistical Mathematics
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Discussion Paper / Tilburg University, Center for Economic Research
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IMA journal of management mathematics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Modelling the order of scoring in team sports
Hamada, Kengo
;
Tanaka, Ken-ichi
- In:
IMA journal of management mathematics
32
(
2021
)
3
,
pp. 283-301
Persistent link: https://www.econbiz.de/10012503884
Saved in:
2
Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael
;
Li, Bingqing
;
Li, Guozhen
;
Wu, Rongwen
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
Saved in:
3
On the First Entrance Time Distribution of the M/D/i Queue : A Combinatorial Approach
Jansen, J.B.
-
Tilburg University, Center for Economic Research
-
1996
AMS classifications: 60C05; 60K25; 90B06; 90B22
Persistent link: https://www.econbiz.de/10011090329
Saved in:
4
On some joint laws in fluctuations of sums of random variables
Saran, Jagdish
- In:
Annals of the Institute of Statistical Mathematics
43
(
1991
)
4
,
pp. 773-791
Persistent link: https://www.econbiz.de/10005616273
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