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The Pricing of the American Option

Authors: Myneni, Ravi

Journal: Annals of applied probability

Citation: Myneni, Ravi, The Pricing of the American Option, Annals of applied probability , 2(1), 1992, pp. 1-23

On the Stationary Distribution of the Neutral Diffusion Model in Population Genetics

Authors: Ethier, S. N. Kurtz, Thomas G.

Journal: Annals of applied probability

Citation: N. Ethier, S. et G. Kurtz, Thomas, On the Stationary Distribution of the Neutral Diffusion Model in Population Genetics, Annals of applied probability , 2(1), 1992, pp. 24-35

Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence

Authors: Huang, Chi-Fu Pages, Henri

Journal: Annals of applied probability

Citation: Huang, Chi-fu et Pages, Henri, Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence, Annals of applied probability , 2(1), 1992, pp. 36-64

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

Authors: Dai, J. G. Harrison, J. M.

Journal: Annals of applied probability

Citation: G. Dai, J. et M. Harrison, J., Reflected Brownian Motion in an Orthant: Numerical Methods for Steady-State Analysis, Annals of applied probability , 2(1), 1992, pp. 65-86

A Duality Method for Optimal Consumption and Investment Under Short- Selling Prohibition. I. General Market Coefficients

Authors: Xu, Gan-Lin Shreve, Steven E.

Journal: Annals of applied probability

Citation: Xu, Gan-lin et E. Shreve, Steven, A Duality Method for Optimal Consumption and Investment Under Short- Selling Prohibition. I. General Market Coefficients, Annals of applied probability , 2(1), 1992, pp. 87-112

The Minimum Spanning Tree Constant in Geometrical Probability and Under the Independent Model: A Unified Approach

Authors: Avram, Florin Bertsimas, Dimitris

Journal: Annals of applied probability

Citation: Avram, Florin et Bertsimas, Dimitris, The Minimum Spanning Tree Constant in Geometrical Probability and Under the Independent Model: A Unified Approach, Annals of applied probability , 2(1), 1992, pp. 113-130

Law of Large Numbers in the Supremum Norm for a Chemical Reaction with Diffusion

Authors: Blount, Douglas

Journal: Annals of applied probability

Citation: Blount, Douglas, Law of Large Numbers in the Supremum Norm for a Chemical Reaction with Diffusion, Annals of applied probability , 2(1), 1992, pp. 131-141

Parameter Estimation for Gibbs Distributions from Partially Observed Data

Authors: Comets, Francis Gidas, Basilis

Journal: Annals of applied probability

Citation: Comets, Francis et Gidas, Basilis, Parameter Estimation for Gibbs Distributions from Partially Observed Data, Annals of applied probability , 2(1), 1992, pp. 142-170

Mean-Variance Hedging for General Claims

Authors: Schweizer, Martin

Journal: Annals of applied probability

Citation: Schweizer, Martin, Mean-Variance Hedging for General Claims, Annals of applied probability , 2(1), 1992, pp. 171-179

The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations

Authors: Glynn, Peter W. Whitt, Ward

Journal: Annals of applied probability

Citation: W. Glynn, Peter et Whitt, Ward, The Asymptotic Validity of Sequential Stopping Rules for Stochastic Simulations, Annals of applied probability , 2(1), 1992, pp. 180-198

Boundary Crossing Probabilities for Locally Poisson Processes

Authors: Loader, Clive R.

Journal: Annals of applied probability

Citation: R. Loader, Clive, Boundary Crossing Probabilities for Locally Poisson Processes, Annals of applied probability , 2(1), 1992, pp. 199-228

The 3x+1 Problem: Two Stochastic Models

Authors: Lagarias, J. C. Weiss, A.

Journal: Annals of applied probability

Citation: C. Lagarias, J. et A. Weiss,, The 3x+1 Problem: Two Stochastic Models, Annals of applied probability , 2(1), 1992, pp. 229-261

Brownian Models of Feedforward Queueing Networks: Quasireversibility and Product Form Solutions

Authors: Harrison J. M., Williams, R. J.

Journal: Annals of applied probability

Citation: Harrison J. M., et J. Williams, R., Brownian Models of Feedforward Queueing Networks: Quasireversibility and Product Form Solutions, Annals of applied probability , 2(2), 1992, pp. 263-293

Trailing the Dovetail Shuffle to its Lair

Authors: Bayer, Dave Diaconis, Persi

Journal: Annals of applied probability

Citation: Bayer, Dave et Diaconis, Persi, Trailing the Dovetail Shuffle to its Lair, Annals of applied probability , 2(2), 1992, pp. 294-313

A Duality Method for Optimal Consumption and Investment Under Short-Selling Prohibition. II. Constant Market Coefficients

Authors: Xu, Gan-Lin Shreve, Steven E.

Journal: Annals of applied probability

Citation: Xu, Gan-lin et E. Shreve, Steven, A Duality Method for Optimal Consumption and Investment Under Short-Selling Prohibition. II. Constant Market Coefficients, Annals of applied probability , 2(2), 1992, pp. 314-328

Poisson Approximations for r-Scan Processes

Authors: Dembo, Amir Karlin, Samuel

Journal: Annals of applied probability

Citation: Dembo, Amir et Karlin, Samuel, Poisson Approximations for r-Scan Processes, Annals of applied probability , 2(2), 1992, pp. 329-357

On Likely Solutions of a Stable Marriage Problem

Authors: Pittel, Boris

Journal: Annals of applied probability

Citation: Pittel, Boris, On Likely Solutions of a Stable Marriage Problem, Annals of applied probability , 2(2), 1992, pp. 358-401

A Study of Trie-Like Structures Under the Density Model

Authors: Devroye, Luc

Journal: Annals of applied probability

Citation: Devroye, Luc, A Study of Trie-Like Structures Under the Density Model, Annals of applied probability , 2(2), 1992, pp. 402-434

Random Walk Processes and their Applications in Order Statistics

Authors: Takacs, Lajos

Journal: Annals of applied probability

Citation: Takacs, Lajos, Random Walk Processes and their Applications in Order Statistics, Annals of applied probability , 2(2), 1992, pp. 435-459

Performance Bounds for Scheduling Queueing Networks

Authors: Ou, Jihong Wein, Lawrence M.

Journal: Annals of applied probability

Citation: Ou, Jihong et M. Wein, Lawrence, Performance Bounds for Scheduling Queueing Networks, Annals of applied probability , 2(2), 1992, pp. 460-480

The Tail of the Convolution of Densities and its Application to a Model of HIV-Latency Time

Authors: Berman, Simeon M.

Journal: Annals of applied probability

Citation: M. Berman, Simeon, The Tail of the Convolution of Densities and its Application to a Model of HIV-Latency Time, Annals of applied probability , 2(2), 1992, pp. 481-502

Sharp Inequalities for Optimal Stopping with Rewards Based on Ranks

Authors: Hill, T. P. Kennedy, D. P.

Journal: Annals of applied probability

Citation: P. Hill, T. et P. Kennedy, D., Sharp Inequalities for Optimal Stopping with Rewards Based on Ranks, Annals of applied probability , 2(2), 1992, pp. 503-517

Poisson Process Approximations for the Ewens Sampling Formula

Authors: Arratia, Richard Barbour, A. D. Tavare, Simon

Journal: Annals of applied probability

Citation: Arratia, Richard et al., Poisson Process Approximations for the Ewens Sampling Formula, Annals of applied probability , 2(3), 1992, pp. 519-535

Stein's Method and Multinomial Approximation

Authors: Loh, Wei-Liem

Journal: Annals of applied probability

Citation: Loh, Wei-liem, Stein's Method and Multinomial Approximation, Annals of applied probability , 2(3), 1992, pp. 536-554

Light Traffic Equivalence in Single-Server Queues

Authors: Asmussen, Soren

Journal: Annals of applied probability

Citation: Asmussen, Soren, Light Traffic Equivalence in Single-Server Queues, Annals of applied probability , 2(3), 1992, pp. 555-574

Results: 1-25 | 26-47