Subramanian, Ajay European option pricing with general transaction costs and short-selling constraints. (English) Zbl 0997.91038 Stoch. Models 17, No. 2, 215-245 (2001). Reviewer: José Lúis Fernandez Perez (Madrid) MSC: 91G80 93E20 PDFBibTeX XMLCite \textit{A. Subramanian}, Stoch. Models 17, No. 2, 215--245 (2001; Zbl 0997.91038) Full Text: DOI
Masi, Denise M. Bevilacqua; Fischer, Martin J.; Harris, Carl M. Computation of steady-state probabilities for resource-sharing call-center queueing systems. (English) Zbl 0994.90014 Stoch. Models 17, No. 2, 191-214 (2001). MSC: 90B15 90B22 91B70 PDFBibTeX XMLCite \textit{D. M. B. Masi} et al., Stoch. Models 17, No. 2, 191--214 (2001; Zbl 0994.90014) Full Text: DOI
Lee, Ho Woo; Ahn, Boo Yong; Park, No Ik Decompositions of the queue length distributions in the MAP/G/1 queue under multiple and single vacations with \(N\)-policy. (English) Zbl 0986.60089 Stoch. Models 17, No. 2, 157-190 (2001). Reviewer: Sergei V.Rogosin (Minsk) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{H. W. Lee} et al., Stoch. Models 17, No. 2, 157--190 (2001; Zbl 0986.60089) Full Text: DOI
Rahimov, I. Approximation of exceedance processes in large populations. (English) Zbl 0986.60085 Stoch. Models 17, No. 2, 147-156 (2001). Reviewer: Vladimir Vatutin (Moskva) MSC: 60J80 PDFBibTeX XMLCite \textit{I. Rahimov}, Stoch. Models 17, No. 2, 147--156 (2001; Zbl 0986.60085) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Small and pseudo-small sets for Markov chains. (English) Zbl 0981.60068 Stoch. Models 17, No. 2, 121-145 (2001). MSC: 60J27 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Stoch. Models 17, No. 2, 121--145 (2001; Zbl 0981.60068) Full Text: DOI
Tanikwa, Akio Markov chains satisfying simple drift conditions for subgeometric ergodicity. (English) Zbl 0983.60063 Stoch. Models 17, No. 2, 109-120 (2001). Reviewer: Sophia L.Kalpazidou (Thessaloniki) MSC: 60J10 PDFBibTeX XMLCite \textit{A. Tanikwa}, Stoch. Models 17, No. 2, 109--120 (2001; Zbl 0983.60063) Full Text: DOI