Faculty & Research

Latest Publications

1. Wang, Jiang, 1996, The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors, Journal of Financial Economics

2. Byun, Jongcook, and Son-Nan Chen, 1996, International Real interest Rate Parity with Error Correction Models, Global Finance Journal

3. Glasserman, Paul, and David D. Yao, 1996, Structured Buffer Allocation Problems, Discrete Event Dynamic Systems-Theory and Applications

4. Chang, Cheng-Shang, R. Nelson, and D. D. Yao, 1996, Scheduling parallel processors: Structural properties and optimal policies, Mathematical Modelling and Analysis

5. Bardhan, Indrajit, and Xiuli Chao, 1996, On Risk Neutral Measures for Economic Equilibrium Models with Random Crash in Stock Prices, Stochastic Processes and Their Applications

6. Chao, Xiuli, and Michael Pinedo, 1996, An Assembly Network of Queues with Product Form Solution, Journal of Applied Probability

7. Song, Jing-Sheng, and Paul H. Zipkin, 1996, Evaluation of Base-stock Policies in Multiechelon Inventory Systems with State-dependent Demands: Part II: State-dependent Depot Policies, Naval Research Logistics

8. Song, Jing-Sheng, and Paul H. Zipkin, 1996, Managing Inventory with the Prospect of Obsolescence, Operations Research

9. Yao, David D., and Shaohui Zheng, 1996, Coordinated production and inspection in a tandem system, Queueing Systems: Theory and Applications

10. H. Chen, 1996, Rate of Convergence of the Fluid Approximation for Generalized Jackson Networks, Journal of Applied Probability