Annals of Applied Probability

Title Titel
Annals of Applied Probability
Publisher Herausgeber
Publisher's Address Herausgeber Adresse
Listed in SCI Aufgelistet im SCI
Peer reviewed Begutachtet

Publications Publikationen

Results 1-19 of 19 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Oshima, Kojiro ; Teichmann, Josef ; Velušček, Dejan A new extrapolation method for weak approximation schemes with applicationsArtikel Article2012
2Cuchiero, Christa ; Filipović, Damir ; Mayerhofer, Eberhard ; Teichmann, Josef Affine processes on positive semidefinite matricesArtikel Article2011
3Strasser, Eva Characterization of arbitrage-free marketsArtikel Article2005
4Guasoni, Paolo ; Rásonyi, Miklós ; Schachermayer, Walter Consistent Price Systems and Face-Lifting Pricing under Transaction CostsArtikel Article2008
5Leitner, Johannes Convex Pricing by a Generalized Entropy PenaltyArtikel Article2008
6Pichler, Georg ; Piantanida, Pablo ; Matz, Gerald Dictator Functions Maximize Mutual InformationArtikel Article 2018
7Jüngel, Ansgar ; Yue, Wen Discrete Beckner Inequalities via the Bochner-Bakry-Emery Approach for Markov ChainsArtikel Article 2017
8Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. Esscher transform and the duality principle for multidimensional semimartingalesArtikel Article2009
9Blümmel, Tilmann ; Rheinländer, Thorsten Financial markets with a large traderArtikel Article 2017
10Drmota, Michael ; Janson, Svante ; Ralph, Neininger A functional limit theorem for the profile of search treesArtikel Article Feb-2008
11Lerouvillois, Vincent ; Toninelli, Fabio Hydrodynamic limit for a 2D interlaced particle processArtikel Article 2022
12Baudoin, Fabrice ; Teichmann, Josef Hypoellipticity in infinite dimensions and an application to interest rate theoryArtikel Article2005
13Jeanblanc, Monique ; Klöppel, Susanne ; Miyahara, Yoshio Minimal fq-martingale measures for exponential Lévy processesArtikel Article2007
14Källblad, Sigrid ; Tan, Xiaolu ; Touzi, Nizar Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocksArtikel Article 2017
15Heveling, Matthias ; Reitzner, Matthias Poisson-Voronoi approximationArtikel Article 2009
16Dareiotis, Konstantinos ; Gerencsér, Máté ; Lê, Khoa Quantifying a convergence theorem of Gyöngy and KrylovArticle Artikel Jun-2023
17Alili, Larbi ; Kyprianou, Andreas Some remarks on first passage of Lévy processes, the American put option and pasting principalesArtikel Article2005
18Gerhold, Stefan The Longstaff-Schwartz Algorithm for Lévy Models: Results on Fast and Slow ConvergenceArtikel Article2011
19Hubalek, Friedrich ; Kallsen, Jan ; Krawczyk, Leszek Variance-optimal hedging for processes with stationary independent incrementsArtikel Article2006