11

Limiting distribution for a simple model of order book dynamics

Year:
2012
Language:
english
File:
PDF, 844 KB
english, 2012
12

A multidimensional singular stochastic control problem on a finite time horizon

Year:
2015
Language:
english
File:
PDF, 361 KB
english, 2015
24

Heavy traffic analysis for EDF queues with reneging

Year:
2011
Language:
english
File:
PDF, 603 KB
english, 2011
26

Functional Limit Theorems for a Simple Auction

Year:
2003
Language:
english
File:
PDF, 3.84 MB
english, 2003
27

Limiting Distributions for Minimum Relative Entropy Calibration

Year:
2004
Language:
english
File:
PDF, 1.64 MB
english, 2004
42

Functional Limit Theorems for a Simple Auction

Year:
2003
Language:
english
File:
PDF, 440 KB
english, 2003
49

An explicit formula for the Skorokhod map on [0, a ]

Year:
2007
Language:
english
File:
PDF, 311 KB
english, 2007