Table of Contents [1–25 of 856 articles]
- Table of Contents for Year 2017
- Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications, Raúl Merino and Josep Vives
Volume 2017 (2017), Article ID 8019498, 16 pages - Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise, Raluca M. Balan and Cheikh B. Ndongo
Volume 2017 (2017), Article ID 9693153, 9 pages - Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations, Sixian Jin and Henry Schellhorn
Volume 2017 (2017), Article ID 2876961, 12 pages - Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease, Olusegun Michael Otunuga
Volume 2017 (2017), Article ID 6313620, 7 pages - Table of Contents for Year 2016
- Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums, Jörg Kampen
Volume 2016 (2016), Article ID 1018509, 6 pages - Asymptotic Time Averages and Frequency Distributions, Muhammad El-Taha
Volume 2016 (2016), Article ID 2741214, 10 pages - A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization, Francesco Cordoni and Luca Di Persio
Volume 2016 (2016), Article ID 1059303, 11 pages - Stochastic Analysis of Gaussian Processes via Fredholm Representation, Tommi Sottinen and Lauri Viitasaari
Volume 2016 (2016), Article ID 8694365, 15 pages - Optimal Bounds for the Variance of Self-Intersection Local Times, George Deligiannidis and Sergey Utev
Volume 2016 (2016), Article ID 5370627, 10 pages - Analysis of a Priority Queue with Phase-Type Service and Failures, Alexander Dudin and Sergei Dudin
Volume 2016 (2016), Article ID 9152701, 11 pages - Multiserver Queue with Guard Channel for Priority and Retrial Customers, Kazuki Kajiwara and Tuan Phung-Duc
Volume 2016 (2016), Article ID 7168359, 23 pages - Table of Contents for Year 2015
- Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution, Richard S. Ellis and Shlomo Ta’asan
Volume 2015 (2015), Article ID 287450, 15 pages - On Continuous Selection Sets of Non-Lipschitzian Quantum Stochastic Evolution Inclusions, Sheila Bishop
Volume 2015 (2015), Article ID 834194, 5 pages - Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes, Rehez Ahlip and Ante Prodan
Volume 2015 (2015), Article ID 258217, 15 pages - A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models, Raúl Merino and Josep Vives
Volume 2015 (2015), Article ID 103647, 11 pages - Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels, Mauricio Tejo
Volume 2015 (2015), Article ID 658342, 13 pages - A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue, Arunava Maity and U. C. Gupta
Volume 2015 (2015), Article ID 958730, 9 pages - Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems, Ewelina Seroka
Volume 2015 (2015), Article ID 231214, 9 pages - A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility, Daniel Bonetti, Dorival Leão, Alberto Ohashi, and Vinícius Siqueira
Volume 2015 (2015), Article ID 863165, 21 pages - A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment, Tak Kuen Siu
Volume 2015 (2015), Article ID 462524, 11 pages - Yamada-Watanabe Results for Stochastic Differential Equations with Jumps, Mátyás Barczy, Zenghu Li, and Gyula Pap
Volume 2015 (2015), Article ID 460472, 23 pages - Table of Contents for Year 2014
- Adaptive Algorithm for Estimation of Two-Dimensional Autoregressive Fields from Noisy Observations, Alimorad Mahmoudi
Volume 2014 (2014), Article ID 247274, 5 pages - On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale, Haifeng Yang and Tin Lam Toh
Volume 2014 (2014), Article ID 534864, 7 pages - Strong Law of Large Numbers for Hidden Markov Chains Indexed by an Infinite Tree with Uniformly Bounded Degrees, Huilin Huang
Volume 2014 (2014), Article ID 628321, 6 pages - Optimal Foreign Exchange Rate Intervention in Lévy Markets, Masimba Aspinas Mutakaya, Eriyoti Chikodza, and Edward T. Chiyaka
Volume 2014 (2014), Article ID 746815, 8 pages