ISSN 0736-2994
Uniform Convergence of Wavelet Expansions of Gaussian Random Processes
Yuriy Kozachenko; Andriy Olenko; Olga Polosmak
Pages 169 - 184
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Generating Birth and Death Processes
P. R. Parthasarathy; A. Sri Ranga
Pages 185 - 196
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Vector Random Fields with Second-Order Moments or Second-Order Increments
Chunsheng Ma
Pages 197 - 215
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Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process
Feng Jiang; Yi Shen; Fuke Wu
Pages 216 - 236
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A Wiener Chaos Approach to Hyperbolic SPDEs
E. A. Kalpinelli; N. E. Frangos; A. N. Yannacopoulos
Pages 237 - 258
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Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market
Gopal K. Basak; Mrinal K. Ghosh; Anindya Goswami
Pages 259 - 281
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A Note on the Rate of Complete Convergence for Weighted Sums of Arrays of Banach Space Valued Random Elements
Soo Hak Sung; Andrei Volodin
Pages 282 - 291
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Sequential Monte Carlo Methods for Option Pricing
Ajay Jasra; Pierre Del Moral
Pages 292 - 316
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The Stochastic Dirichlet Problem Driven by the Ornstein-Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions
Tijana Levajković; Stevan Pilipović; Dora Seleši
Pages 317 - 331
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A Stochastic Approximation Algorithm for American Lookback Put Options
Zhenhua Zhang; G. Yin; Zhian Liang
Pages 332 - 351
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