The Annals of Applied Probability

An Official Journal of the Institute of Mathematical Statistics.

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Trailing the Dovetail Shuffle to its LairDave Bayer and Persi DiaconisVolume 2, Number 2 (1992)
Weak convergence and optimal scaling of random walk Metropolis algorithmsG. O. Roberts, A. Gelman, and W. R. GilksVolume 7, Number 1 (1997)
Logarithmic Sobolev inequalities for finite Markov chainsP. Diaconis and L. Saloff-CosteVolume 6, Number 3 (1996)
Affine processes and applications in financeD. Duffie, D. Filipović, and W. SchachermayerVolume 13, Number 3 (2003)
Estimating Variance From High, Low and Closing PricesL. C. G. Rogers and S. E. SatchellVolume 1, Number 4 (1991)
  • ISSN: 1050-5164 (print), 2168-8737 (electronic)
  • Publisher: The Institute of Mathematical Statistics
  • Discipline(s): Statistics and Probability
  • Full text available in Euclid: 1991--
  • Access: Articles older than 3 years are open
  • Euclid URL: https://projecteuclid.org/aoap