Journal of Applied Probability

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Journal description

Title Titel
Journal of Applied Probability
 
e-ISSN
1475-6072
 
ISSN
0021-9002
 
Publisher Herausgeber
CAMBRIDGE UNIV PRESS
 

Publications Publikationen

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Date Issued:  [2000 TO 2024]

Results 1-5 of 5 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Révész, Pal A Prediction Problem of the Branching Random WalkArtikel Article2004
2Eisenberg, Julia ; Schmidli, Hanspeter Optimal control of capital injections by reinsurance with constant rate of interestArtikel Article2011
3Gerhold, Stefan ; Jacquier, Antoine ; Pakkanen, Mikko ; Stone, Henry ; Wagenhofer, Thomas Pathwise large deviations for the rough Bergomi model: CorrigendumArtikel Article2021
4Gerhold, Stefan The Hartman-Watson distribution revisited: asymptotics for pricing Asian optionsArtikel Article2011
5Lee, Young ; Rheinländer, Thorsten The minimal entropy martingale measure for exponential Markov chainsArtikel Article2013