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Results 1 - 10
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107,158
Simple Discrete Time Models for Performance Parameters of Multiplexer with Homogeneous ON-OFF Sources
- Journal on Communications
, 1995
"... The paper addresses the analysis of a single multiplexing node in ATM networks. It presents analytical models for evaluating the performance parameters of a multiplexer that has N identical ON-OFF type input sources and an output channel with nite buer. The channel speed is assumed to be an integ ..."
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Cited by 1 (1 self)
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the performance parameters, e.g. cell loss and cell delay. Three alternative models of the cell arrival process are discussed and the performance parameters are derived. Key words: Discrete-Time Markov Chain Models, ATM Multiplexer, Buer Dimensioning, Performance Evaluation. 1 Introduction Broadband ISDN (B
Option Pricing: A Simplified Approach
- Journal of Financial Economics
, 1979
"... This paper presents a simple discrete-time model for valumg optlons. The fundamental econonuc principles of option pricing by arbitrage methods are particularly clear In this setting. Its development requires only elementary mathematics, yet it contains as a special limiting case the celebrated Blac ..."
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Cited by 1016 (10 self)
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This paper presents a simple discrete-time model for valumg optlons. The fundamental econonuc principles of option pricing by arbitrage methods are particularly clear In this setting. Its development requires only elementary mathematics, yet it contains as a special limiting case the celebrated
Government spending in a simple model of endogenous growth
- The Journal of Political Economy
, 1990
"... (Article begins on next page) The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters. ..."
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Cited by 1128 (1 self)
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(Article begins on next page) The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters.
Modeling TCP Throughput: A Simple Model and its Empirical Validation
, 1998
"... In this paper we develop a simple analytic characterization of the steady state throughput, as a function of loss rate and round trip time for a bulk transfer TCP flow, i.e., a flow with an unlimited amount of data to send. Unlike the models in [6, 7, 10], our model captures not only the behavior of ..."
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Cited by 1337 (36 self)
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In this paper we develop a simple analytic characterization of the steady state throughput, as a function of loss rate and round trip time for a bulk transfer TCP flow, i.e., a flow with an unlimited amount of data to send. Unlike the models in [6, 7, 10], our model captures not only the behavior
Understanding Social Preferences with Simple Tests
, 2001
"... Departures from self-interest in economic experiments have recently inspired models of “social preferences”. We design a range of simple experimental games that test these theories more directly than existing experiments. Our experiments show that subjects are more concerned with increasing social w ..."
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Cited by 883 (41 self)
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Departures from self-interest in economic experiments have recently inspired models of “social preferences”. We design a range of simple experimental games that test these theories more directly than existing experiments. Our experiments show that subjects are more concerned with increasing social
A Simple Model of Capital Market Equilibrium with Incomplete Information
- JOURNAL OF FINANCE
, 1987
"... The sphere of modern financial economics encompases finance, micro investment theory and much of the economics of uncertainty. As is evident from its influence on other branches of economics including public finance, industrial organization and monetary theory, the boundaries of this sphere are both ..."
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Cited by 756 (2 self)
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are both permeable and flexible. The complex interactions of time and uncertainty guarantee intellectual challenge and intrinsic excitement to the study of financial economics. Indeed, the mathematics of the subject contain some of the most interesting applications of probability and optimization theory
Coordination of Groups of Mobile Autonomous Agents Using Nearest Neighbor Rules
, 2002
"... In a recent Physical Review Letters paper, Vicsek et. al. propose a simple but compelling discrete-time model of n autonomous agents fi.e., points or particlesg all moving in the plane with the same speed but with dierent headings. Each agent's heading is updated using a local rule based on ..."
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Cited by 1290 (62 self)
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In a recent Physical Review Letters paper, Vicsek et. al. propose a simple but compelling discrete-time model of n autonomous agents fi.e., points or particlesg all moving in the plane with the same speed but with dierent headings. Each agent's heading is updated using a local rule based
Dynamic Conditional Correlation: A simple class of multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.
- Journal of Business & Economic Statistics
, 2002
"... Abstract Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models ..."
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Cited by 711 (17 self)
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Abstract Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models
Valuing American options by simulation: A simple least-squares approach
- Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
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Cited by 517 (9 self)
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This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily
Results 1 - 10
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107,158
