65 results in 44Axx
On sequences of expected maxima and expected ranges
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- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
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- 30 November 2017, pp. 1144-1166
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- December 2017
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PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE
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- The ANZIAM Journal / Volume 58 / Issue 3-4 / April 2017
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- 16 May 2017, pp. 406-416
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ON THE DETERMINATION OF STAR BODIES FROM THEIR HALF-SECTIONS
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- Mathematika / Volume 63 / Issue 2 / 2017
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- 13 March 2017, pp. 462-468
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- 2017
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CONVERGENCE IN RELAXATION SPECTRUM RECOVERY
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 1 / February 2017
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- 02 November 2016, pp. 121-132
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- February 2017
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Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials
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- Journal of Applied Probability / Volume 53 / Issue 3 / September 2016
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- 24 October 2016, pp. 747-764
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- September 2016
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Approximating the Laplace transform of the sum of dependent lognormals
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 203-215
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- July 2016
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A SHARP VERSION OF BONSALL’S INEQUALITY
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- Bulletin of the Australian Mathematical Society / Volume 92 / Issue 3 / December 2015
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- 19 August 2015, pp. 397-404
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- December 2015
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A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 766-789
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- September 2014
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ON THE RANKIN–SELBERG ZETA FUNCTION
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- Journal of the Australian Mathematical Society / Volume 93 / Issue 1-2 / October 2012
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- 19 September 2012, pp. 101-113
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- October 2012
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Laguerre semigroup and Dunkl operators
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- Compositio Mathematica / Volume 148 / Issue 4 / July 2012
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- 18 May 2012, pp. 1265-1336
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- July 2012
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Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model
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- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
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- 14 July 2016, pp. 637-656
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- September 2011
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Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 404-419
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- June 2011
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New Limiting Distributions for Bellman-Harris Processes
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- Journal of Applied Probability / Volume 48 / Issue 2 / June 2011
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- 14 July 2016, pp. 313-321
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- June 2011
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The Logarithmic Skew-Normal Distributions are Moment-Indeterminate
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- Journal of Applied Probability / Volume 46 / Issue 3 / September 2009
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- 14 July 2016, pp. 909-916
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- September 2009
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A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
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- Journal of Applied Probability / Volume 46 / Issue 2 / June 2009
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- 14 July 2016, pp. 429-452
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- June 2009
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Analytic functions associated with strong Hamburger moment problems
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- Proceedings of the Edinburgh Mathematical Society / Volume 52 / Issue 1 / February 2009
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- 02 February 2009, pp. 181-187
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Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
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- Journal of Applied Probability / Volume 45 / Issue 2 / June 2008
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- 14 July 2016, pp. 531-541
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- June 2008
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THE COMPLEX INVERSION FORMULA REVISITED
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- Journal of the Australian Mathematical Society / Volume 84 / Issue 1 / February 2008
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- 01 February 2008, pp. 73-83
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- February 2008
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Resolution in hölder spaces of an elliptic problem in an unbounded domain
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- Journal of the Australian Mathematical Society / Volume 81 / Issue 3 / December 2006
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- 09 April 2009, pp. 387-404
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- December 2006
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The Lower Dimensional Busemann-Petty Problem with Weights
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- Mathematika / Volume 53 / Issue 2 / December 2006
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- 21 December 2009, pp. 235-245
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- December 2006
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