| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A generalised Itō formula for Lévy-driven Volterra processes
|
Bender, Christian
|
|
2015
|
125 |
8 |
p. 2989-3022
34 p.
|
article
|
| 2 |
Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model
|
Li, Zenghu
|
|
2015
|
125 |
8 |
p. 3196-3233
38 p.
|
article
|
| 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.
|
article
|
| 4 |
BSDEs of counterparty risk
|
Crépey, Stéphane
|
|
2015
|
125 |
8 |
p. 3023-3052
30 p.
|
article
|
| 5 |
Buffer-overflows: Joint limit laws of undershoots and overshoots of reflected processes
|
Mijatović, Aleksandar
|
|
2015
|
125 |
8 |
p. 2937-2954
18 p.
|
article
|
| 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.
|
article
|
| 7 |
Convergence of generalized urn models to non-equilibrium attractors
|
Faure, Mathieu
|
|
2015
|
125 |
8 |
p. 3053-3074
22 p.
|
article
|
| 8 |
Editorial Board
|
|
|
2015
|
125 |
8 |
p. IFC-
1 p.
|
article
|
| 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.
|
article
|
| 10 |
Minimal supersolutions of BSDEs under volatility uncertainty
|
Drapeau, Samuel
|
|
2015
|
125 |
8 |
p. 2895-2909
15 p.
|
article
|
| 11 |
Multivalued backward stochastic differential equations with oblique subgradients
|
Gassous, Anouar M.
|
|
2015
|
125 |
8 |
p. 3170-3195
26 p.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 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.
|
article
|
| 15 |
The integrated periodogram of a dependent extremal event sequence
|
Mikosch, Thomas
|
|
2015
|
125 |
8 |
p. 3126-3169
44 p.
|
article
|
| 16 |
The scaling limits of the non critical strip wetting model
|
Sohier, Julien
|
|
2015
|
125 |
8 |
p. 3075-3103
29 p.
|
article
|
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