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J. Michael Harrison | Researchclopedia

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J. Michael Harrison

United States Naval Academy ORCID

227

Works

18,179

Citations

50

h-index

98

i10-index

Research Topics

Advanced Queuing Theory Analysis Stochastic processes and financial applications Probability and Risk Models

Affiliations

Google (United States)2022–2022

SRI International1973–1973

Naval Medical Center Portsmouth2020–2022

Minneapolis Institute of Arts2005–2005

University of Nottingham1987–1987

Top Works

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison,David M. Kreps

19793,686 citations

Simulation Techniques and Applications

Stochastic processes and statistical mechanics

Martingales and stochastic integrals in the theory of continuous trading

J. Michael Harrison,Stanley R. Pliska

19812,874 citations

Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations

J. Michael Harrison,David M. Kreps

19781,610 citations

Brownian motion and stochastic flow systems

J. Michael Harrison

1986795 citations

A stochastic calculus model of continuous trading: Complete markets

J. Michael Harrison,Stanley R. Pliska

1983438 citations

Reflected Brownian Motion on an Orthant

J. Michael Harrison,Martin I. Reiman

1981399 citations

Brownian Models of Queueing Networks with Heterogeneous Customer Populations

J. Michael Harrison

1988362 citations

Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>

J. Michael Harrison,Ruth Williams

1987335 citations

On Skew Brownian Motion

J. Michael Harrison,L. A. Shepp

1981319 citations