| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion
|
Dassios, Angelos
|
|
2017
|
20 |
1 |
p. 189-204
|
article
|
| 2 |
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures
|
Mulinacci, Sabrina
|
|
2017
|
20 |
1 |
p. 205-236
|
article
|
| 3 |
A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models
|
Liu, Yue
|
|
2017
|
20 |
1 |
p. 369-384
|
article
|
| 4 |
Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model
|
Pirjol, Dan
|
|
2017
|
20 |
1 |
p. 289-331
|
article
|
| 5 |
Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence
|
Navarro, Jorge
|
|
2017
|
20 |
1 |
p. 411-433
|
article
|
| 6 |
Conditional, Non-Homogeneous and Doubly Stochastic Compound Poisson Processes with Stochastic Discounted Claims
|
Léveillé, Ghislain
|
|
2017
|
20 |
1 |
p. 353-368
|
article
|
| 7 |
Densities of Ruin-Related Quantities in the Cramér-Lundberg Model with Pareto Claims
|
Grahovac, Danijel
|
|
2017
|
20 |
1 |
p. 273-288
|
article
|
| 8 |
Efficient Simulation for Dependent Rare Events with Applications to Extremes
|
Andersen, Lars Nørvang
|
|
2017
|
20 |
1 |
p. 385-409
|
article
|
| 9 |
Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model
|
Cui, Zhenyu
|
|
2016
|
20 |
1 |
p. 117-135
|
article
|
| 10 |
Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure
|
Augustyniak, Maciej
|
|
2017
|
20 |
1 |
p. 165-188
|
article
|
| 11 |
On Generalised Piterbarg Constants
|
Bai, Long
|
|
2017
|
20 |
1 |
p. 137-164
|
article
|
| 12 |
On the Optimal Control of a Random Walk with Jumps and Barriers
|
Breitenbach, Tim
|
|
2017
|
20 |
1 |
p. 435-462
|
article
|
| 13 |
Optimal Harvesting for a Stochastic Predator-prey Model with S-type Distributed Time Delays
|
Wang, Sheng
|
|
2016
|
20 |
1 |
p. 37-68
|
article
|
| 14 |
Queues with Dropping Functions and Autocorrelated Arrivals
|
Mrozowski, Pawel
|
|
2017
|
20 |
1 |
p. 97-115
|
article
|
| 15 |
Sampling and Learning Mallows and Generalized Mallows Models Under the Cayley Distance
|
Irurozki, Ekhine
|
|
2016
|
20 |
1 |
p. 1-35
|
article
|
| 16 |
Telegraph Process with Elastic Boundary at the Origin
|
Di Crescenzo, Antonio
|
|
2017
|
20 |
1 |
p. 333-352
|
article
|
| 17 |
Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators
|
Dalessandro, Antonio
|
|
2017
|
20 |
1 |
p. 237-271
|
article
|
| 18 |
The Distribution of Discounted Compound PH–Renewal Processes
|
Wang, Ya Fang
|
|
2016
|
20 |
1 |
p. 69-96
|
article
|
Journal description