nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A generalised Itō formula for Lévy-driven Volterra processes
|
Bender, Christian |
|
2015 |
125 |
8 |
p. 2989-3022 34 p. |
artikel |
2 |
Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model
|
Li, Zenghu |
|
2015 |
125 |
8 |
p. 3196-3233 38 p. |
artikel |
3 |
A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes
|
Kleinert, Florian |
|
2015 |
125 |
8 |
p. 3234-3254 21 p. |
artikel |
4 |
BSDEs of counterparty risk
|
Crépey, Stéphane |
|
2015 |
125 |
8 |
p. 3023-3052 30 p. |
artikel |
5 |
Buffer-overflows: Joint limit laws of undershoots and overshoots of reflected processes
|
Mijatović, Aleksandar |
|
2015 |
125 |
8 |
p. 2937-2954 18 p. |
artikel |
6 |
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching
|
Mei, Hongwei |
|
2015 |
125 |
8 |
p. 3104-3125 22 p. |
artikel |
7 |
Convergence of generalized urn models to non-equilibrium attractors
|
Faure, Mathieu |
|
2015 |
125 |
8 |
p. 3053-3074 22 p. |
artikel |
8 |
Editorial Board
|
|
|
2015 |
125 |
8 |
p. IFC- 1 p. |
artikel |
9 |
Microstructure noise in the continuous case: Approximate efficiency of the adaptive pre-averaging method
|
Jacod, Jean |
|
2015 |
125 |
8 |
p. 2910-2936 27 p. |
artikel |
10 |
Minimal supersolutions of BSDEs under volatility uncertainty
|
Drapeau, Samuel |
|
2015 |
125 |
8 |
p. 2895-2909 15 p. |
artikel |
11 |
Multivalued backward stochastic differential equations with oblique subgradients
|
Gassous, Anouar M. |
|
2015 |
125 |
8 |
p. 3170-3195 26 p. |
artikel |
12 |
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
|
Reiß, Markus |
|
2015 |
125 |
8 |
p. 2955-2988 34 p. |
artikel |
13 |
On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale
|
Cox, Alexander M.G. |
|
2015 |
125 |
8 |
p. 3280-3300 21 p. |
artikel |
14 |
Strong convergence in averaging principle for stochastic hyperbolic–parabolic equations with two time-scales
|
Fu, Hongbo |
|
2015 |
125 |
8 |
p. 3255-3279 25 p. |
artikel |
15 |
The integrated periodogram of a dependent extremal event sequence
|
Mikosch, Thomas |
|
2015 |
125 |
8 |
p. 3126-3169 44 p. |
artikel |
16 |
The scaling limits of the non critical strip wetting model
|
Sohier, Julien |
|
2015 |
125 |
8 |
p. 3075-3103 29 p. |
artikel |