Journal of Probability and Statistics

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Table of Contents

Table of Contents

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 863585
- Research Article

Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type

Alexandre F. Roch

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 730543
- Research Article

Some Comments on Quasi-Birth-and-Death Processes and Matrix Measures

Holger Dette | Bettina Reuther

Journal of Probability and Statistics -
Special Issue
Volume 2011
- Article ID 906212
- Review Article

Semi- and Nonparametric ARCH Processes

Oliver B. Linton | Yang Yan

Journal of Probability and Statistics -
Special Issue
Volume 2011
- Article ID 238623
- Research Article

A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA

Zhaojun Yang | Christian-Oliver Ewald | Wen-Kai Wang

Journal of Probability and Statistics -
Special Issue
- Volume 2010
- Article ID 954750
- Research Article

Asteroids: Assessing Catastrophic Risks

Graciela Chichilnisky | Peter Eisenberger

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 580762
- Research Article

On Discrete-Time Multiallelic Evolutionary Dynamics Driven by Selection

Thierry E. Huillet

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 480364
- Research Article

Peirce's and Cohen's for Measures of Rater Reliability

Beau Abar | Eric Loken

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 846320
- Research Article

An Explicit Representation of the Extended Skorokhod Map with Two Time-Dependent Boundaries

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 751395
- Research Article

Universal and Nonuniversal Dynamical Conductivity in Small Metallic Grains: An Ambivalent Role of T-Invariance at Finite Frequency

Nobuhiko Taniguchi

Journal of Probability and Statistics -
Special Issue
- Volume 2010
- Article ID 823018
- Research Article

Forest Fire Risk Assessment: An Illustrative Example from Ontario, Canada

W. John Braun | Bruce L. Jones | ... | B. Mike Wotton

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 807491
- Research Article

Multifractal Analysis of Infinite Products of Stationary Jump Processes

Petteri Mannersalo | Ilkka Norros | Rudolf H. Riedi

Journal of Probability and Statistics -
Special Issue
- Volume 2010
- Article ID 357321
- Research Article

On Some Layer-Based Risk Measures with Applications to Exponential Dispersion Models

Olga Furman | Edward Furman

Journal of Probability and Statistics -
Special Issue
Volume 2010
- Article ID 764043
- Research Article

Complete Convergence for Maximal Sums of Negatively Associated Random Variables

Victor M. Kruglov

Journal of Probability and Statistics -
Special Issue
- Volume 2010
- Article ID 754851
- Research Article

Local Likelihood Density Estimation and Value-at-Risk

Christian Gourieroux | Joann Jasiak

Journal of Probability and Statistics -
Special Issue
- Volume 2010
- Article ID 976371
- Research Article

Continuous Time Portfolio Selection under Conditional Capital at Risk

Gordana Dmitrasinovic-Vidovic | Ali Lari-Lavassani | ... | Antony Ware

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