User profiles for J. M. Harrison

J. Michael Harrison

Professor 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…

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 …

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 …

[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 …

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 …

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 …

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. …

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 …

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 …

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 …