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The Jackson Queueing Network Model Built Using Poisson Measures. Application To A Bank Model Cover

The Jackson Queueing Network Model Built Using Poisson Measures. Application To A Bank Model

By: Daniel Ciuiu  
Open Access
|Jul 2014

References

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  4. Cont, R. & Tankov, P. (2004). Financial Modeling with Jump Processes. Boca Raton, London, New York, Washinton: Chapman & Hall/CRC Financial Mathematics Series.
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  8. Kleinrock, L. (1975). Queueing Systems. John Wiley and Sons.
  9. Purcaru, I. & Purcaru, O. (2005). Introducere în matematici financiare. Modele şi formule. Bucharest: Biblioteca de Economie Matematică. English: Introduction to Financial Mathematics. Models and Formulae.
  10. Singh, V.P. & Guo, H. (1995). Parameter estimation for 3-parameter generalized Pareto distribution by the principle of maximum entropy, Hydrological Sciences. Journal des Sciences Hydrologiques 40 (2), 165–181.10.1080/02626669509491402
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DOI: https://doi.org/10.2478/foli-2013-0016 | Journal eISSN: 1898-0198 | Journal ISSN: 1730-4237
Language: English
Page range: 7 - 22
Submitted on: Sep 15, 2013
Accepted on: Jan 17, 2014
Published on: Jul 8, 2014
Published by: University of Szczecin
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

© 2014 Daniel Ciuiu, published by University of Szczecin
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.