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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Subject:  Statistics and Probability

Results 1-4 of 4 (Search time: 0.002 seconds).

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