Iglehart Donald L.

Donald L. Iglehart

Information about the author Donald L. Iglehart will soon be added to the site.
Found 4 papers in total
Trading securities using trailing stops
Trading securities using trailing stops
1995
In financial markets traders often protect their position from a significant decline...
Conditions for the applicability of the regenerative method
Conditions for the applicability of the regenerative method
1993
The regenerative method for estimating steady-state parameters is one of the basic...
Diffusion approximations for complex repair systems
Diffusion approximations for complex repair systems
1991
For many stochastic models in applied probability complicated Markov chains arise...
Importance sampling for stochastic simulations
Importance sampling for stochastic simulations
1989
Importance sampling is one of the classical variance reduction techniques for...
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