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Recent Submissions

  • Chiarella, Carl; Flaschel, Peter; Koper, Carsten; Proano, C; Semmler, Willi (de Gruyter, 2012)
    Many monetary and fiscal policy measures have aimed at mitigating the effects of the financial market meltdown that started in the U. S. subprime sector in 2008 and has subsequently spread world wide as a great recession. ...
  • Bush, Stephen; Street, Deborah; Burgess, Leonie (Marcel Dekker, 2012)
    Davidson and Beaver (1977) extended the Bradley-Terry model to incorporate the possible effect of position within a choice set on the choices made in paired comparisons experiments. We further extend the Davidson-Beaver ...
  • Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard (Society for Industrial and Applied Mathematics, 2012)
    We propose a general framework for studying last passage times, suprema, and drawdowns of a large class of continuous-time stochastic processes. Our approach is based on processes of class Sigma and the more general concept ...
  • Wu, Dianshuang; Lu, Jie; Zhang, Guangquan (Pergamon, 2011)
    Many business situations such as events, products and services, are often described in a hierarchical structure. When we use case-based reasoning (CBR) techniques to support business decision-making, we require a ...
  • Langtry, Tim (American Mathematical Society, 1996)
    Lattice quadrature rules were introduced by Frolov (1977), Sloan (1985) and Sloan and Kachoyan (1987). They are quasi-Monte Carlo rules for the approximation of integrals over the unit cube in R(s) and are generalizations ...