The Annals of Applied Probability
Source
ISSNs 1050-5164, 2168-8737
Source type: journal
Publisher: Institute of Mathematical Statistics
Fully open access: No
In DOAJ: No
2yr mean citedness: 1.93
H-index: 140
I10-index: 1,756
Works count: 2,384
Citations count: 103,800
Weak convergence and optimal scaling of random walk Metropolis algorithms
1997 · Susan A. Gelman, Walter R. Gilks, et al. · The Annals of Applied Probability
The asymptotic elasticity of utility functions and optimal investment in incomplete markets
1999 · Dmitry Kramkov, Walter Schachermayer · The Annals of Applied Probability
Affine processes and applications in finance
2003 · Darrell Duffie, Damir Filipović, et al. · The Annals of Applied Probability