APR volume 56 issue 4 Cover and Front matter.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. f1, doi. 10.1017/apr.2024.58
- Publication type:
- Article
Works matching IS 00018678 AND DT 2024 AND VI 56 AND IP 4
Results: 12
1
2
Change of measure in a Heston–Hawkes stochastic volatility model.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1370, doi. 10.1017/apr.2024.14
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- Publication type:
- Article
3
Convergence of hybrid slice sampling via spectral gap.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1440, doi. 10.1017/apr.2024.16
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- Publication type:
- Article
4
APR volume 56 issue 4 Cover and Back matter.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. b1, doi. 10.1017/apr.2024.59
- Publication type:
- Article
5
Antithetic multilevel particle filters.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1400, doi. 10.1017/apr.2024.12
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- Publication type:
- Article
6
An extreme worst-case risk measure by expectile.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1195, doi. 10.1017/apr.2024.10
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- Publication type:
- Article
7
Topological reconstruction of compact supports of dependent stationary random variables.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1339, doi. 10.1017/apr.2024.4
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- Publication type:
- Article
8
On optimal reinsurance in the presence of premium budget constraint and reinsurer's risk limit.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1251, doi. 10.1017/apr.2024.2
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- Publication type:
- Article
9
Perfect sampling of stochastic matching models with reneging.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1307, doi. 10.1017/apr.2023.62
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- Publication type:
- Article
10
PDMP Monte Carlo methods for piecewise smooth densities.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1153, doi. 10.1017/apr.2023.61
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- Publication type:
- Article
11
Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1215, doi. 10.1017/apr.2023.63
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- Publication type:
- Article
12
Concentration of measure for graphon particle system.
- Published in:
- Advances in Applied Probability, 2024, v. 56, n. 4, p. 1279, doi. 10.1017/apr.2023.59
- By:
- Publication type:
- Article