Geodesic

Volume 25 (1999) no. 1

Sommaire

On minimax sequential procedures for exponential families of stochastic processes
p. 1-18
Compound Poisson approximation for extremes of moving minima in arrays of independent random variables
p. 19-28
Optimality of replication in the CRR model with transaction costs
p. 29-53
On option pricing in the multidimensional Cox-Ross-Rubinstein model
p. 55-72
Consistency of trigonometric and polynomial regression estimators
p. 73-83
Information inequalities for the minimax risk of sequential estimators (with applications)
p. 85-100
A singular radially symmetric problem in electrolytes theory
p. 101-112
Sufficiency in bayesian models
p. 113-120
On the connectivity of efficient point sets
p. 121-127