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