3 results
Windings of planar processes, exponential functionals and Asian options
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- Journal:
- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
- Published online by Cambridge University Press:
- 16 November 2018, pp. 726-742
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- September 2018
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On sequences of expected maxima and expected ranges
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- Journal:
- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
- Published online by Cambridge University Press:
- 30 November 2017, pp. 1144-1166
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- December 2017
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Subgeometric rates of convergence for Markov processes under subordination
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- Journal:
- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
- Published online by Cambridge University Press:
- 17 March 2017, pp. 162-181
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- March 2017
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