User profiles for J. M. Harrison
J. Michael HarrisonProfessor of Management, Stanford University Verified email at stanford.edu Cited by 26934 |
Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies
JM Harrison - The Annals of Applied Probability, 1998 - projecteuclid.org
This paper is concerned with dynamic scheduling in a queueing system that has two independent
Poisson input streams, two servers, deterministic service times and linear holding costs…
Poisson input streams, two servers, deterministic service times and linear holding costs…
Effect of pegylation on pharmaceuticals
JM Harris, RB Chess - Nature reviews Drug discovery, 2003 - nature.com
… Koslowski, A., Charles, SA & Harris, JM Development of pegylated interferons for the treatment
of chronic hepatitis C. BioDrugs 15, 419–429 (2001). A detailed discussion of the clinical …
of chronic hepatitis C. BioDrugs 15, 419–429 (2001). A detailed discussion of the clinical …
Chemistry for peptide and protein PEGylation
MJ Roberts, MD Bentley, JM Harris - Advanced drug delivery reviews, 2002 - Elsevier
Poly(ethylene glycol) (PEG) is a highly investigated polymer for the covalent modification of
biological macromolecules and surfaces for many pharmaceutical and biotechnical …
biological macromolecules and surfaces for many pharmaceutical and biotechnical …
[PDF][PDF] Martingales and arbitrage in multiperiod securities markets
JM Harrison, DM Kreps - Journal of Economic theory, 1979 - Citeseer
We consider in this paper some foundational issues that arise in conjunction with the arbitrage
theory of option pricing. In this theory, initiated by Black and Scholes [4], one takes as …
theory of option pricing. In this theory, initiated by Black and Scholes [4], one takes as …
Martingales and stochastic integrals in the theory of continuous trading
JM Harrison, SR Pliska - Stochastic processes and their applications, 1981 - Elsevier
… Both the formulation and the central results of Section 2 are taken from the paper by Harrison
and Kreps [ 131, which is in all respects the intellectual progenitor of this work. By treating …
and Kreps [ 131, which is in all respects the intellectual progenitor of this work. By treating …
Speculative investor behavior in a stock market with heterogeneous expectations
JM Harrison, DM Kreps - The Quarterly Journal of Economics, 1978 - academic.oup.com
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations* | The
Quarterly Journal of Economics | Oxford Academic Skip to Main Content Advertisement Oxford …
Quarterly Journal of Economics | Oxford Academic Skip to Main Content Advertisement Oxford …
A stochastic calculus model of continuous trading: complete markets
JM Harrison, SR Pliska - Stochastic processes and their applications, 1983 - Elsevier
… JM Harrison, SR Pliska / A stochastic calculus model … JM Harrison and SR Pliska,
Martingales and stochastic integrals in the theory of continuous trading. .Stocilasiir: I’itjcess. Appl. …
Martingales and stochastic integrals in the theory of continuous trading. .Stocilasiir: I’itjcess. Appl. …
Reflected Brownian motion on an orthant
JM Harrison, MI Reiman - The Annals of Probability, 1981 - projecteuclid.org
We consider a $K$-dimensional diffusion process $Z$ whose state space is the nonnegative
orthant. On the interior of the orthant, $Z$ behaves like a $K$-dimensional Brownian …
orthant. On the interior of the orthant, $Z$ behaves like a $K$-dimensional Brownian …
Ursodeoxycholic acid in the treatment of primary biliary cirrhosis
…, RA Jorgensen, J Ludwig, PA Murtaugh, JM Harrison… - Gastroenterology, 1994 - Elsevier
Background/Aims: A double-blind, placebo-controlled trial of ursodeoxycholic acid (UDCA)
was conducted in 180 patients with primary biliary cirrhosis (PBC) to define the efficacy and …
was conducted in 180 patients with primary biliary cirrhosis (PBC) to define the efficacy and …
Brownian models of queueing networks with heterogeneous customer populations
JM Harrison - Stochastic differential systems, stochastic control theory …, 1988 - Springer
Consider an open queueing network with I single-server stations and K customer classes.
Each customer class requires service at a specified station, and customers change class after …
Each customer class requires service at a specified station, and customers change class after …