A markov renewal approach to the poisson disorder problem
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Published:1990-01
Issue:2
Volume:6
Page:213-228
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ISSN:0882-0287
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Container-title:Communications in Statistics. Stochastic Models
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language:en
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Short-container-title:Communications in Statistics. Stochastic Models
Author:
Marcellus Richard L.
Publisher
Informa UK Limited
Subject
Modeling and Simulation
Cited by
1 articles.
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1. Solving the Poisson Disorder Problem;Advances in Finance and Stochastics;2002