13 results
On occupation times of the first and third quadrants for planar Brownian motion
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 54 / Issue 1 / March 2017
- Published online by Cambridge University Press:
- 04 April 2017, pp. 337-342
- Print publication:
- March 2017
-
- Article
- Export citation
On Optimal Retirement
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
- Published online by Cambridge University Press:
- 19 February 2016, pp. 333-345
- Print publication:
- June 2014
-
- Article
-
- You have access
- Export citation
The Necklace Process
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 45 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 14 July 2016, pp. 271-278
- Print publication:
- March 2008
-
- Article
-
- You have access
- Export citation
Optimal Strategy for the Vardi Casino with Interest Payments
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 44 / Issue 1 / March 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 199-211
- Print publication:
- March 2007
-
- Article
-
- You have access
- Export citation
The correlation of the maxima of correlated Brownian motions
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
- Published online by Cambridge University Press:
- 14 July 2016, pp. 880-883
- Print publication:
- September 2006
-
- Article
-
- You have access
- Export citation
B-stability
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 581-586
- Print publication:
- June 2005
-
- Article
-
- You have access
- Export citation
On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 121-137
- Print publication:
- March 2005
-
- Article
-
- You have access
- Export citation
A bold strategy is not always optimal in the presence of inflation
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 41 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 587-592
- Print publication:
- June 2004
-
- Article
- Export citation
Some optimal stopping problems with nontrivial boundaries for pricing exotic options
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 3 / September 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 647-658
- Print publication:
- September 2001
-
- Article
- Export citation
Fractional insurance: strategies to deal with huge potential losses
-
- Journal:
- Risk, Decision and Policy / Volume 5 / Issue 1 / April 2000
- Published online by Cambridge University Press:
- 01 April 2000, pp. 1-17
- Print publication:
- April 2000
-
- Article
- Export citation
Explicit sufficient invariants for an interacting particle system
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 35 / Issue 3 / September 1998
- Published online by Cambridge University Press:
- 14 July 2016, pp. 633-641
- Print publication:
- September 1998
-
- Article
- Export citation
A secretary problem with two decision makers
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 34 / Issue 4 / December 1997
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1068-1074
- Print publication:
- December 1997
-
- Article
- Export citation
Synchronous service on a circle
-
- Journal:
- Advances in Applied Probability / Volume 23 / Issue 1 / March 1991
- Published online by Cambridge University Press:
- 01 July 2016, pp. 140-151
- Print publication:
- March 1991
-
- Article
- Export citation