- J. Michael Harrison
J. Michael Harrison is an American scientist, known for his contributions to the theory of
mathematical finance , in particularstochastic network s andfinancial engineering . He has authorednear 90 journal articles and written two books in his area.He obtained a
B.Sc. inindustrial engineering fromLehigh University (1966),anM.Sc. fromStanford University (1967), where he also got hisPh.D. inoperations research (1970).He then worked at the same place, in theStanford Graduate School of Business ,asassistant professor , promoted toassociate professor (1973) and fullprofessor (1978).He hasn't moved and is currently the "Adams Distinguished Professor of Management".His research focused on
stochastic modelling forbusiness and led to influential results in option theory (withDavid Krebs , 1980).Later he studied Brownian network models forlogistics and models for optimizing telephone call centers. More recently he has studieddynamic pricing andrevenue management .Awards
*
National Academy of Engineering electee (2008). [ [http://www.gsb.stanford.edu/news/headlines/harrison_award.html Harrison Elected toNational Academy of Engineering] fromStanford Graduate School of Business ]
*John von Neumann Theory Prize 2004
*Frederick W. Lanchester Prize (best research publication) 2001
*INFORMS Expository Writing Award 1998elected publications
*A Method for Staffing Large Call Centers: Mfg. & Service Operations Mgt., 2005
*A Broader View of Brownian Networks: Annals of Applied Probability, 2003
*Brownian Motion and Stochastic Flow Systems, Wiley and Sons, 1985
*Martingales and Stochastic Integrals in the Theory of Trading: Stochastic Processes, 1981
*Martingales and Arbitrage in Multiperiod Securities Markets: Journal of Economic Theory, 1979References
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