金融工学フロンティア

ＮＯＤＥ１ 金融財政事情研究会    2000年04月

Determination of the adequate capital for default protection under the one-factor Gaussian term structure model

Journal of Banking & Finance    2000年  [査読有り]

The distributional Little's law and its applications "jointly worked"

D. Bertsimas

Operations Research    1995年  [査読有り]

Transient and busy period analysis for the GI/G/1 queue; The method of stages "jointly worked"

D. Bertsimas

Queuing Systems : Theory and Applications    1992年

Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem "jointly worked"

J. Keilson, D. Bertsimas, H. Zhang

Journal of Applied Probability    1991年  [査読有り]