Volume 13; Issue 3

The Annals of Applied Probability

Volume 13; Issue 3

1

Control of End-to-End Delay Tails in a Multiclass Network: LWDF Discipline Optimality

Alexander L. Stolyar

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 323 KB

english, 2003

2

Volatility Time and Properties of Option Prices

Svante Janson and Johan Tysk

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 489 KB

english, 2003

3

Asymptotic Ruin Probabilities and Optimal Investment

J. Gaier, P. Grandits and W. Schachermayer

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 896 KB

english, 2003

4

Stochastic Interacting Particle Systems and Nonlinear Kinetic Equations

Andreas Eibeck and Wolfgang Wagner

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 752 KB

english, 2003

5

On Validity of the Asymptotic Expansion Approach in Contingent Claim Analysis

Naoto Kunitomo and Akihiko Takahashi

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 824 KB

english, 2003

6

Perpetual Options and Canadization Through Fluctuation Theory

A. E. Kyprianou and M. R. Pistorius

Journal:

The Annals of Applied Probability

Year:

2003

File:

PDF, 491 KB

2003

7

Perpetual Options and Canadization Through Fluctuation Theory

A. E. Kyprianou and M. R. Pistorius

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 491 KB

english, 2003

8

Information Flow on Trees

Elchanan Mossel and Yuval Peres

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 576 KB

english, 2003

9

A Broader View of Brownian Networks

J. Michael Harrison

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 679 KB

english, 2003

10

Back Matter

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 117 KB

english, 2003

11

Front Matter

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 196 KB

english, 2003

12

Some Probability Distributions in Modeling DNA Replication

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 484 KB

english, 2003

13

Limit Theorem for Leland's Strategy

S. Pergamenshchikov

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 401 KB

english, 2003

14

Affine Processes and Applications in Finance

D. Duffie, D. Filipović and W. Schachermayer

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 1.35 MB

english, 2003

15

The Valuation of American Call Options on the Minimum of Two Dividend-Paying Assets

Jerome Detemple, Shui Feng and Weidong Tian

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 667 KB

english, 2003

16

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

Stolyar, Alexander L.

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 402 KB

english, 2003

17

On validity of the asymptotic expansion approach in contingent claim analysis

Takahashi, Akihiko, Kunitomo, Naoto

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 309 KB

english, 2003

18

Asymptotic ruin probabilities and optimal investment

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

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 188 KB

english, 2003

19

Volatility time and properties of option prices

Tysk, Johan, Janson, Svante

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 208 KB

english, 2003

20

Some probability distributions in modeling DNA replication

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 518 KB

english, 2003

21

Limit theorem for Leland's strategy

Pergamenshchikov, S.

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 170 KB

english, 2003

22

A broader view of Brownian networks

Harrison, J. Michael

Journal:

The Annals of Applied Probability

Year:

2003

File:

PDF, 251 KB

2003

23

Some probability distributions in modeling DNA replication

Journal:

The Annals of Applied Probability

Year:

2003

File:

PDF, 518 KB

2003

24

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

Tian, Weidong, Feng, Shui, Detemple, Jerome

Journal:

The Annals of Applied Probability

Year:

2003

Language:

english

File:

PDF, 287 KB

english, 2003

25

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

Tian, Weidong, Feng, Shui, Detemple, Jerome

Journal:

The Annals of Applied Probability

Year:

2003

File:

PDF, 287 KB

2003