1. The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling

   • Reuven Rubinstein

   OriginalPaper 10 October 2008 Pages: 491 - 549

2. Convexity Bias in Eurodollar Futures Prices: A Dimension-Free HJM Criterion

   • Vladimir Pozdnyakov
   • J. Michael Steele

   OriginalPaper 07 June 2008 Pages: 551 - 560

3. On the Distributions of the State Sizes of Closed Continuous Time Homogeneous Markov Systems

   • G. Vasiliadis
   • G. Tsaklidis

   OriginalPaper 05 April 2008 Pages: 561 - 582

4. Moments’ Analysis in Homogeneous Markov Reward Models

   • F. Castella
   • G. Dujardin
   • B. Sericola

   OriginalPaper 10 May 2008 Pages: 583 - 601

5. New Results on the Barlow–Proschan and Natvig Measures of Component Importance in Nonrepairable and Repairable Systems

   • Bent Natvig
   • Jørund Gåsemyr

   OriginalPaper 15 May 2008 Pages: 603 - 620

6. Marked Markovian Arrivals in a Tandem G-Network with Blocking

   • A. Gómez-Corral
   • M. E. Martos

   OriginalPaper 10 May 2008 Pages: 621 - 649

7. Exact Distribution of the Product of Two or More Logistic Random Variables

   • Saralees Nadarajah

   OriginalPaper 05 June 2008 Pages: 651 - 660

8. On the Pricing of Options Written on the Last Exit Time

   • Jirô Akahori
   • Yuri Imamura
   • Yuko Yano

   OriginalPaper 19 June 2008 Pages: 661 - 668

9. Uniform Estimate for Maximum of Randomly Weighted Sums with Applications to Ruin Theory

   • Xin-mei Shen
   • Zheng-yan Lin
   • Yi Zhang

   OriginalPaper 08 July 2008 Pages: 669 - 685

10. Development of Computational Algorithms for Evaluating Option Prices Associated with Square-Root Volatility Processes

    • Hideyuki Takada
    • Ushio Sumita
    • Hui Jin

    OriginalPaper 09 August 2008 Pages: 687 - 703