Advances in Applied Probability contains reviews and expository papers in applied probability, as well as mathematical and scientific papers of interest to probabilists, letters to the editor and a section devoted to stochastic geometry and statistical applications.
Convex duality in mean-variance hedging under convex trading constraints
Christoph Czichowsky, et al. (2012)
The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling
Jingchen Liu, et al. (2012)
The class of tenable zero-balanced Pólya urn schemes: characterization and Gaussian phases
Sanaa Kholfi, et al. (2012)