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Heavy-Traffic Analysis of the M/G/1 Queue With Priority Classes

Boxma, O.J.; Cohen, J.W.; Deng, Q. - Tilburg University, Center for Economic Research - 1998

AMS classifications: 60K25, 90B22.

Persistent link: https://www.econbiz.de/10011092540

Assessing Credit with Equity : A CEV Model with Jump to Default

Campi, L.; Polbennikov, S.Y.; Sbuelz, A. - Tilburg University, Center for Economic Research - 2005

Unlike in structural and reduced-form models, we use equity as a liquid and observable primitive to analytically value … parsimoniously represented by equity value hitting the zero barrier either diffusively or with a jump, which implies non-zero credit …

Persistent link: https://www.econbiz.de/10011090897

Obligation Rules for Minimum Cost Spanning Tree Situations and their Monotonicity Properties

Norde, Henk; Tijs, S.H.; Brânzei, R.; Moretti, S. - Tilburg University, Center for Economic Research - 2004

algorithm.It turns out that the Potters value (P-value) is an element of this class. …

Persistent link: https://www.econbiz.de/10011090299

Contiuum of Zero Points of a Mapping on a Compact Convex Set

Talman, Dolf; Yamamoto, M. - Tilburg University, Center for Economic Research - 2001

Persistent link: https://www.econbiz.de/10011090352

A Discrete Multivariate Mean Value Theorem with Applications

Talman, Dolf; Yang, Z.F. - Tilburg University, Center for Economic Research - 2006

AMS classifications: 47H10; 54H25; 55M20; 90C33; 91B50

Persistent link: https://www.econbiz.de/10011090682

Strongly Essential Coalitions and the Nucleolus of Peer Group Games

Brânzei, R.; Solymosi, T.; Tijs, S.H. - Tilburg University, Center for Economic Research - 2003

-1. We propose an algorithm that computes the nucleolus of an n-player peer group game in O(n2) time directly from the …

Persistent link: https://www.econbiz.de/10011090844

A Comparison of Algorithms for the Multivariate L1-Median

Fritz, H.; Filzmoser, P.; Croux, C. - Tilburg University, Center for Economic Research - 2010

algorithms have been implemented in a standardized manner in the open source environment R. In most sit- uations, the algorithm …

Persistent link: https://www.econbiz.de/10011091113

On the Connectedness of Coincidences and Zero Points of Mappings

Talman, Dolf; Yang, Z.F. - Tilburg University, Center for Economic Research - 2003

Persistent link: https://www.econbiz.de/10011091292

A Vertex Oriented Approach to Minimum Cost Spanning Tree Problems

Ciftci, B.B.; Tijs, S.H. - Tilburg University, Center for Economic Research - 2007

In this paper we consider spanning tree problems, where n players want to be connected to a source as cheap as possible. We introduce and analyze (n!) vertex oriented construct and charge procedures for such spanning tree situations leading in n steps to a minimum cost spanning tree and a cost...

Persistent link: https://www.econbiz.de/10011091850

General equilibrium programming

Talman, Dolf - Tilburg University, Center for Economic Research - 1990

Persistent link: https://www.econbiz.de/10011092027