International Journal of Stochastic Analysis

Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes

A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models

Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels

A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue

Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems

A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility

A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment

Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

Adaptive Algorithm for Estimation of Two-Dimensional Autoregressive Fields from Noisy Observations

On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale

Strong Law of Large Numbers for Hidden Markov Chains Indexed by an Infinite Tree with Uniformly Bounded Degrees

Optimal Foreign Exchange Rate Intervention in Lévy Markets

A Note on the Distribution of Multivariate Brownian Extrema

A Discrete-Time Queue with Balking, Reneging, and Working Vacations

Limit Properties of Transition Functions of Continuous-Time Markov Branching Processes

International Journal of Stochastic Analysis

Table of Contents

Table of Contents

Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes

A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models

Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels

A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue

Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems

A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility

A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment

Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

Adaptive Algorithm for Estimation of Two-Dimensional Autoregressive Fields from Noisy Observations

On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale

Strong Law of Large Numbers for Hidden Markov Chains Indexed by an Infinite Tree with Uniformly Bounded Degrees

Optimal Foreign Exchange Rate Intervention in Lévy Markets

A Note on the Distribution of Multivariate Brownian Extrema

A Discrete-Time Queue with Balking, Reneging, and Working Vacations

Limit Properties of Transition Functions of Continuous-Time Markov Branching Processes