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Indrajit Bardhan
Information about the author Indrajit Bardhan will soon be added to the site.
Found
3 papers
in total
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Date Ascending
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Synthetic replication of American contingent claims when portfolios are constrained
1995
This article studies the problem of synthetically replicating an American Contingent...
Stationary regimes for inventory processes
1995
The inventory equation, Z(t)=X(t)+L(t), where X={X(t):t≥0} is a given netput...
Diffusion approximations for GI/M/s queues with service interruptions
1993
Two heavy traffic limit theorems are presented for a GI/M/ s queue with server...
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