Recent Advances in Applied Probability
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19

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Published By Kluwer Academic Publishers

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Implied Volatility: Statics, Dynamics, and Probabilistic Interpretation

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_11 ◽

2006 ◽

pp. 241-268 ◽

Author(s):

Roger W. Lee

Keyword(s):

Implied Volatility ◽

Probabilistic Interpretation

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On the Different Extensions of the Ergodic Theorem of Information Theory

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_7 ◽

2006 ◽

pp. 163-179 ◽

Author(s):

Valerie Girardin

Keyword(s):

Information Theory ◽

Ergodic Theorem

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Dynamic Stochastic Models for Indexes and Thesauri, Identification Clouds, and Information Retrieval and Storage

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_8 ◽

2006 ◽

pp. 181-204 ◽

Author(s):

Michiel Hazewinkel

Keyword(s):

Information Retrieval ◽

Stochastic Models ◽

Dynamic Stochastic ◽

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On the Increments of the Brownian Sheet

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_12 ◽

2006 ◽

pp. 269-278

Author(s):

José R. León ◽

Oscar Rondón

Keyword(s):

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Compound Poisson Approximation with Drift for Stochastic Additive Functionals with Markov and Semi-Markov Switching

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_13 ◽

2006 ◽

pp. 279-297

Author(s):

Vladimir S. Korolyuk ◽

Nikolaos Limnios

Keyword(s):

Markov Switching ◽

Poisson Approximation ◽

Compound Poisson ◽

Compound Poisson Approximation ◽

Additive Functionals

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Optimal Stopping Problems for Time-Homogeneous Diffusions: A Review

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_18 ◽

2006 ◽

pp. 427-454 ◽

Author(s):

Jesper Lund Pedersen

Keyword(s):

Optimal Stopping ◽

Optimal Stopping Problems

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Modeling Text Databases

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_1 ◽

2006 ◽

pp. 1-25 ◽

Author(s):

Ricardo Baeza-Yates ◽

Gonzalo Navarro

Keyword(s):

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Krawtchouk Polynomials and Krawtchouk Matrices

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_5 ◽

2006 ◽

pp. 115-141 ◽

Author(s):

Philip Feinsilver ◽

Jerzy Kocik

Keyword(s):

Krawtchouk Polynomials

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The Arov-Grossman Model and Burg’s Entropy

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_15 ◽

2006 ◽

pp. 329-349 ◽

Author(s):

J.G. Marcano ◽

M.D. Morán

Keyword(s):

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Penalized Model Selection for Ill-Posed Linear Problems

Recent Advances in Applied Probability ◽

10.1007/0-387-23394-6_14 ◽

2006 ◽

pp. 299-327

Author(s):

Carenne Ludeña ◽

Ricardo Ríos

Keyword(s):

Model Selection ◽

Ill Posed ◽

Linear Problems ◽

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