ITA
ENG

Results: 1-25 | 26-50 | 51-63

Articles table of contents

Results : 26-50/63

Asymptotic results for long memory LARCH sequences

Authors: Berkes, István Horváth, Lajos

Journal: Annals of applied probability

Citation: Berkes, István et Horváth, Lajos, Asymptotic results for long memory LARCH sequences, Annals of applied probability , 13(2), 2003, pp. 641-668

Partial immunization processes

Authors: Stacey, Alan

Journal: Annals of applied probability

Citation: Stacey, Alan, Partial immunization processes, Annals of applied probability , 13(2), 2003, pp. 669-690

Relaxation time of anisotropic simple exclusion processes and quantum Heisenberg models

Authors: Caputo, Pietro Martinelli, Fabio

Journal: Annals of applied probability

Citation: Caputo, Pietro et Martinelli, Fabio, Relaxation time of anisotropic simple exclusion processes and quantum Heisenberg models, Annals of applied probability , 13(2), 2003, pp. 691-721

Covering algorithms, continuum percolation and the geometry of wireless networks

Authors: Booth, Lorna Bruck, Jehoshua Franceschetti, Massimo Meester, Ronald

Journal: Annals of applied probability

Citation: Booth, Lorna et al., Covering algorithms, continuum percolation and the geometry of wireless networks, Annals of applied probability , 13(2), 2003, pp. 722-741

The super-replication problem via probabilistic methods

Authors: Jakub.nas, Paulius Levental, Shlomo Ryznar, Micha.

Journal: Annals of applied probability

Citation: Jakub.nas, Paulius et al., The super-replication problem via probabilistic methods, Annals of applied probability , 13(2), 2003, pp. 742-773

A complete explicit solution to the log-optimal portfolio problem

Authors: Goll, Thomas Kallsen, Jan

Journal: Annals of applied probability

Citation: Goll, Thomas et Kallsen, Jan, A complete explicit solution to the log-optimal portfolio problem, Annals of applied probability , 13(2), 2003, pp. 774-799

Critical price near maturity for an American option on a dividend-paying stock

Authors: Lamberton, Damien Villeneuve, Stéphane

Journal: Annals of applied probability

Citation: Lamberton, Damien et Villeneuve, Stéphane, Critical price near maturity for an American option on a dividend-paying stock, Annals of applied probability , 13(2), 2003, pp. 800-815

Correction: The stepping stone model: new formulas expose old myths

Authors: Cox, J. Theodore Durrett, Richard

Journal: Annals of applied probability

Citation: Cox, J. Theodore et Durrett, Richard, Correction: The stepping stone model: new formulas expose old myths, Annals of applied probability , 13(2), 2003, pp. 816-816

Information flow on trees

Authors: Mossel, Elchanan Peres, Yuval

Journal: Annals of applied probability

Citation: Mossel, Elchanan et Peres, Yuval, Information flow on trees, Annals of applied probability , 13(3), 2003, pp. 817-844

Stochastic interacting particle systems and nonlinear kinetic equations

Authors: Eibeck, Andreas Wagner, Wolfgang

Journal: Annals of applied probability

Citation: Eibeck, Andreas et Wagner, Wolfgang, Stochastic interacting particle systems and nonlinear kinetic equations, Annals of applied probability , 13(3), 2003, pp. 845-889

Volatility time and properties of option prices

Authors: Janson, Svante Tysk, Johan

Journal: Annals of applied probability

Citation: Janson, Svante et Tysk, Johan, Volatility time and properties of option prices, Annals of applied probability , 13(3), 2003, pp. 890-913

On validity of the asymptotic expansion approach in contingent claim analysis

Authors: Kunitomo, Naoto Takahashi Akihiko

Journal: Annals of applied probability

Citation: Kunitomo, Naoto et Takahashi Akihiko, On validity of the asymptotic expansion approach in contingent claim analysis, Annals of applied probability , 13(3), 2003, pp. 914-952

The valuation of American call options on the minimum of two dividend-paying assets

Authors: Detemple, Jerome Feng, Shui Tian, Weidong

Journal: Annals of applied probability

Citation: Detemple, Jerome et al., The valuation of American call options on the minimum of two dividend-paying assets, Annals of applied probability , 13(3), 2003, pp. 953-983

Affine processes and applications in finance

Authors: Duffie, D. Filipovi., D. Schachermayer, W.

Journal: Annals of applied probability

Citation: D. Duffie, et al., Affine processes and applications in finance, Annals of applied probability , 13(3), 2003, pp. 984-1053

Asymptotic ruin probabilities and optimal investment

Authors: Gaier, J. Grandits, P. Schachermayer, W.

Journal: Annals of applied probability

Citation: J. Gaier, et al., Asymptotic ruin probabilities and optimal investment, Annals of applied probability , 13(3), 2003, pp. 1054-1076

Perpetual options and Canadization through fluctuation theory

Authors: Kyprianou, A. E. Pistorius, M. R.

Journal: Annals of applied probability

Citation: E. Kyprianou, A. et R. Pistorius, M., Perpetual options and Canadization through fluctuation theory, Annals of applied probability , 13(3), 2003, pp. 1077-1098

Limit theorem for Leland's strategy

Authors: Pergamenshchikov, S.

Journal: Annals of applied probability

Citation: S. Pergamenshchikov,, Limit theorem for Leland's strategy, Annals of applied probability , 13(3), 2003, pp. 1099-1118

A broader view of Brownian networks

Authors: Harrison, J. Michael

Journal: Annals of applied probability

Citation: Harrison, J. Michael, A broader view of Brownian networks, Annals of applied probability , 13(3), 2003, pp. 1119-1150

Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality

Authors: Stolyar, Alexander L.

Journal: Annals of applied probability

Citation: L. Stolyar, Alexander, Control of end-to-end delay tails in a multiclass network: LWDF discipline optimality, Annals of applied probability , 13(3), 2003, pp. 1151-1206

Some probability distributions in modeling DNA replication

Authors: Lachal, Aimé

Journal: Annals of applied probability

Citation: Lachal, Aimé, Some probability distributions in modeling DNA replication, Annals of applied probability , 13(3), 2003, pp. 1207-1230

Convergent multiple-timescales reinforcement learning algorithms in normal form games

Authors: Leslie, David S. Collins, E. J.

Journal: Annals of applied probability

Citation: S. Leslie, David et J. Collins, E., Convergent multiple-timescales reinforcement learning algorithms in normal form games, Annals of applied probability , 13(4), 2003, pp. 1231-1251

On the multiplicity of the maximum in a discrete random sample

Authors: Bruss, F. Thomas Grübel, Rudolf

Journal: Annals of applied probability

Citation: Bruss, F. Thomas et Grübel, Rudolf, On the multiplicity of the maximum in a discrete random sample, Annals of applied probability , 13(4), 2003, pp. 1252-1263

A stochastically quasi-optimal search algorithm for the maximum of the simple random walk

Authors: Chassaing, P. Marckert, J. F. Yor, M.

Journal: Annals of applied probability

Citation: P. Chassaing, et al., A stochastically quasi-optimal search algorithm for the maximum of the simple random walk, Annals of applied probability , 13(4), 2003, pp. 1264-1295

Maximum likelihood estimation of hidden Markov processes

Authors: Frydman, Halina Lakner, Peter

Journal: Annals of applied probability

Citation: Frydman, Halina et Lakner, Peter, Maximum likelihood estimation of hidden Markov processes, Annals of applied probability , 13(4), 2003, pp. 1296-1312

Malyshev's theory and JS-queues. Asymptotics of stationary probabilities

Authors: Kurkova, I. A. Suhov, Y. M.

Journal: Annals of applied probability

Citation: A. Kurkova, I. et M. Suhov, Y., Malyshev's theory and JS-queues. Asymptotics of stationary probabilities, Annals of applied probability , 13(4), 2003, pp. 1313-1354

Results: 1-25 | 26-50 | 51-63