King's College London

Research portal

JOURNAL OF APPLIED PROBABILITY, 0021-9002

Journal

  1. Asymptotic behaviour of randomised fractional volatility models

    Horvath, B. N., Jacquier, A. & Lacombe, C., 2019, In : JOURNAL OF APPLIED PROBABILITY. 56, 2

    Research output: Contribution to journalArticle

  2. Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function

    Bronstein, A. L., Hughston, L. P., Pistorius, M. R. & Zervos, M., Dec 2006, In : JOURNAL OF APPLIED PROBABILITY. 43, 4, p. 984 - 986 3 p.

    Research output: Contribution to journalArticle

  3. On maxima and ladder processes for a dense class of Levy process

    Pistorius, M., 2006, In : JOURNAL OF APPLIED PROBABILITY. 43, 1, p. 208 - 220 13 p.

    Research output: Contribution to journalArticle

  4. An investment model with entry and exit decisions

    Duckworth, J. K. & Zervos, M., Jun 2000, In : JOURNAL OF APPLIED PROBABILITY. 37, 2, p. 547 - 559 13 p.

    Research output: Contribution to journalArticle

View graph of relations

© 2018 King's College London | Strand | London WC2R 2LS | England | United Kingdom | Tel +44 (0)20 7836 5454