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Results: 349
Number of items: 349
  • Asghari, N. M., & Mandjes, M. (2016). Transform-based evaluation of prices and Greeks of lookback options driven by Lévy processes. Journal of Computational Finance, 20(2), 67-100. https://doi.org/10.21314/JCF.2016.315
  • Lu, H., Pang, G., & Mandjes, M. (2016). A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. Queueing Systems, 84(3), 381-406. https://doi.org/10.1007/s11134-016-9496-8
  • Kuhn, J., Mandjes, M., & Taimre, T. (2016). Anomaly identification with limited sampling budget. In 2016 IEEE Information Theory Workshop (ITW 2016): Cambridge, United Kingdom, 11-14 September 2016 (pp. 216-220). (IEEE Conference Proceedings). IEEE. https://doi.org/10.1109/ITW.2016.7606827
  • Mandjes, M., & Spreij, P. (2016). Explicit Computations for Some Markov Modulated Counting Processes. In J. Kallsen, & A. Papapantoleon (Eds.), Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein (pp. 63-89). (Springer Proceedings in Mathematics & Statistics; Vol. 189). Springer. https://doi.org/10.1007/978-3-319-45875-5_3
  • Abhishek, Mandjes, M., Boon, M., & Núñez-Queija , R. (2016). Congestion analysis of unsignalized intersections. In 2016 8th International Conference on Communication Systems and Networks (COMSNETS) IEEE. https://doi.org/10.1109/COMSNETS.2016.7439951
  • Open Access
    Akkerhuis, T. S. (2016). Measurement system analysis for binary tests. [Thesis, externally prepared, Universiteit van Amsterdam]. IBIS UvA.
  • Open Access
    Koops, D. T., Boxma, O. J., & Mandjes, M. R. H. (2016). A tandem fluid network with Lévy input in heavy traffic. Queueing Systems, 84(3), 355-379. https://doi.org/10.1007/s11134-016-9500-3
  • Open Access
    Jansen, H. M., Mandjes, M. R. H., De Turck, K., & Wittevrongel, S. (2016). A large deviations principle for infinite-server queues in a random environment. Queueing Systems, 82(1), 199-235. https://doi.org/10.1007/s11134-015-9470-x
  • Open Access
    Kuiper, A. (2016). Appointment scheduling in healthcare. [Thesis, fully internal, Universiteit van Amsterdam]. IBIS UvA.
  • Open Access
    Þórsdóttir, H. (2016). Limit theorems for Markov-modulated queues. [Thesis, externally prepared, Universiteit van Amsterdam].
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