Benth, F. E.; Vos, L. Pricing of forwards and options in a multivariate non-Gaussian stochastic volatility model for energy markets. (English) Zbl 1269.91083 Adv. Appl. Probab. 45, No. 2, 572-594 (2013). MSC: 91G20 91B24 91B84 60H30 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{L. Vos}, Adv. Appl. Probab. 45, No. 2, 572--594 (2013; Zbl 1269.91083) Full Text: DOI Euclid
Benth, F. E.; Vos, L. Cross-commodity spot price modeling with stochastic volatility and leverage for energy markets. (English) Zbl 1269.91036 Adv. Appl. Probab. 45, No. 2, 545-571 (2013). MSC: 91B24 91B84 60H30 91G60 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{L. Vos}, Adv. Appl. Probab. 45, No. 2, 545--571 (2013; Zbl 1269.91036) Full Text: DOI Euclid
Jirak, M. Limit theorems for aggregated linear processes. (English) Zbl 1277.60060 Adv. Appl. Probab. 45, No. 2, 520-544 (2013). Reviewer: Martin Wendler (Bochum) MSC: 60F17 60G99 PDFBibTeX XMLCite \textit{M. Jirak}, Adv. Appl. Probab. 45, No. 2, 520--544 (2013; Zbl 1277.60060) Full Text: DOI Euclid
Guo, Xianping; Vykertas, Mantas; Zhang, Yi Absorbing continuous-time Markov decision processes with total cost criteria. (English) Zbl 1282.90229 Adv. Appl. Probab. 45, No. 2, 490-519 (2013). Reviewer: Marius Iosifescu (Bucureşti) MSC: 90C40 60J25 60J75 PDFBibTeX XMLCite \textit{X. Guo} et al., Adv. Appl. Probab. 45, No. 2, 490--519 (2013; Zbl 1282.90229) Full Text: DOI Euclid
Frostig, Esther A Markov additive risk process with a dividend barrier. (English) Zbl 1301.60063 Adv. Appl. Probab. 45, No. 2, 451-489 (2013). MSC: 60G51 60J27 60J75 60G46 62P05 PDFBibTeX XMLCite \textit{E. Frostig}, Adv. Appl. Probab. 45, No. 2, 451--489 (2013; Zbl 1301.60063) Full Text: DOI Euclid
Fill, James Allen; Nakama, Takehiko Distributional convergence for the number of symbol comparisons used by QuickSelect. (English) Zbl 1278.68354 Adv. Appl. Probab. 45, No. 2, 425-450 (2013). Reviewer: Thomas Jansen (Aberystwyth) MSC: 68W40 68P10 60F25 PDFBibTeX XMLCite \textit{J. A. Fill} and \textit{T. Nakama}, Adv. Appl. Probab. 45, No. 2, 425--450 (2013; Zbl 1278.68354) Full Text: DOI arXiv Euclid
Liu, Jingchen; Xu, Gongjun On the density functions of integrals of Gaussian random fields. (English) Zbl 1290.60057 Adv. Appl. Probab. 45, No. 2, 398-424 (2013). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{J. Liu} and \textit{G. Xu}, Adv. Appl. Probab. 45, No. 2, 398--424 (2013; Zbl 1290.60057) Full Text: DOI Euclid
Feng, Shui; Xiong, Jie Asymptotic bahavior of the Moran particle system. (English) Zbl 1271.60103 Adv. Appl. Probab. 45, No. 2, 379-397 (2013). MSC: 60K35 60F10 92D10 PDFBibTeX XMLCite \textit{S. Feng} and \textit{J. Xiong}, Adv. Appl. Probab. 45, No. 2, 379--397 (2013; Zbl 1271.60103) Full Text: DOI Euclid
Bušić, Ana; Gupta, Varun; Mairesse, Jean Stability of the bipartite matching model. (English) Zbl 1274.60228 Adv. Appl. Probab. 45, No. 2, 351-378 (2013). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J10 60K25 68M20 05C21 PDFBibTeX XMLCite \textit{A. Bušić} et al., Adv. Appl. Probab. 45, No. 2, 351--378 (2013; Zbl 1274.60228) Full Text: DOI arXiv Euclid
Tykesson, Johan; Calka, Pierre Asymptotics of visibility in the hyperbolic plane. (English) Zbl 1276.60012 Adv. Appl. Probab. 45, No. 2, 332-350 (2013). MSC: 60D05 60G55 PDFBibTeX XMLCite \textit{J. Tykesson} and \textit{P. Calka}, Adv. Appl. Probab. 45, No. 2, 332--350 (2013; Zbl 1276.60012) Full Text: DOI arXiv Euclid
Heinrich, Lothar; Spiess, Malte Central limit theorems for volume and surface content of stationary Poisson cylinder processes in expanding domains. (English) Zbl 1282.60012 Adv. Appl. Probab. 45, No. 2, 312-331 (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 60F05 60F10 60G55 PDFBibTeX XMLCite \textit{L. Heinrich} and \textit{M. Spiess}, Adv. Appl. Probab. 45, No. 2, 312--331 (2013; Zbl 1282.60012) Full Text: DOI Euclid
Cowan, Richard Line segments in the isotropic planar STIT tessellation. (English) Zbl 1278.60021 Adv. Appl. Probab. 45, No. 2, 295-311 (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60D05 60G55 PDFBibTeX XMLCite \textit{R. Cowan}, Adv. Appl. Probab. 45, No. 2, 295--311 (2013; Zbl 1278.60021) Full Text: DOI Euclid