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List of works by J. Michael Harrison

Limit Theorems for Periodic Queues

scientific article published in 1977

Martingales and arbitrage in multiperiod securities markets

scientific article published in 1979

Martingales and stochastic integrals in the theory of continuous trading

On the Distribution of Multidimensional Reflected Brownian Motion

Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans ⬇️

scientific article published in July 1982

Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis

scientific article published in 1992

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