✦ LIBER ✦

A Continuous Time Financial Market with a Poisson Process as Transaction Timer

✍ Scribed by Sergio Albeverio; Lan-Jun Lao; Xue-Lei Zhao

Book ID: 110330005
Publisher: Springer
Year: 2002
Tongue: English
Weight: 217 KB
Volume: 16
Category: Article
ISSN: 1019-7168
DOI: 10.1023/a:1014566730969

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Market stability switches in a continuou

Market stability switches in a continuous-time financial market with heterogeneous beliefs

✍ Xue-Zhong He; Kai Li; Junjie Wei; Min Zheng 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 692 KB

A continuous review inventory model with

A continuous review inventory model with compound poisson demand process and stochastic lead time

✍ Yvo M. I. Dirickx; Danielle Koevoets 📂 Article 📅 1977 🏛 John Wiley and Sons 🌐 English ⚖ 408 KB

## Abstract Using Markov renewal theory, we derive analytic expressions for the expected average cost associated with __(s, S)__ policies for a continuous review inventory model with a compound Poisson demand process and stochastic lead time, under the (restrictive) assumption that only one order c