15 results
OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL
 Part of

 Journal:
 The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
 Published online by Cambridge University Press:
 13 August 2021, pp. 123142

 Article
 Export citation
Almost sure central limit theorems in stochastic geometry
 Part of

 Journal:
 Advances in Applied Probability / Volume 52 / Issue 3 / September 2020
 Published online by Cambridge University Press:
 24 September 2020, pp. 705734
 Print publication:
 September 2020

 Article
 Export citation
DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEANVARIANCE CRITERION

 Journal:
 Probability in the Engineering and Informational Sciences / Volume 36 / Issue 1 / January 2022
 Published online by Cambridge University Press:
 12 May 2020, pp. 201216

 Article
 Export citation
A martingale approach for asset allocation with derivative security and hidden economic risk
 Part of

 Journal:
 Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
 Published online by Cambridge University Press:
 01 October 2019, pp. 723749
 Print publication:
 September 2019

 Article
 Export citation
SIMULATION OF MULTIASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS
 Part of

 Journal:
 The ANZIAM Journal / Volume 57 / Issue 3 / January 2016
 Published online by Cambridge University Press:
 17 February 2016, pp. 280298

 Article

 You have access
 Export citation
Simplicial Homology of Random Configurations
 Part of

 Journal:
 Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
 Published online by Cambridge University Press:
 22 February 2016, pp. 325347
 Print publication:
 June 2014

 Article

 You have access
 Export citation
DiscreteTime Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes
 Part of

 Journal:
 Advances in Applied Probability / Volume 45 / Issue 3 / September 2013
 Published online by Cambridge University Press:
 04 January 2016, pp. 791821
 Print publication:
 September 2013

 Article

 You have access
 Export citation
SURE shrinkage of Gaussian paths and signal identification*

 Journal:
 ESAIM: Probability and Statistics / Volume 15 / 2011
 Published online by Cambridge University Press:
 05 January 2012, pp. 180196
 Print publication:
 2011

 Article
 Export citation
Probabilistic methods for semilinear partial differential equations. Applications to finance

 Journal:
 ESAIM: Mathematical Modelling and Numerical Analysis / Volume 44 / Issue 5 / September 2010
 Published online by Cambridge University Press:
 26 August 2010, pp. 11071133
 Print publication:
 September 2010

 Article
 Export citation
Generalized fractional kinetic equations: another point of view
 Part of

 Journal:
 Advances in Applied Probability / Volume 41 / Issue 3 / September 2009
 Published online by Cambridge University Press:
 01 July 2016, pp. 893910
 Print publication:
 September 2009

 Article

 You have access
 Export citation
Malliavin differentiability of the Heston volatility and applications to option pricing
 Part of

 Journal:
 Advances in Applied Probability / Volume 40 / Issue 1 / March 2008
 Published online by Cambridge University Press:
 01 July 2016, pp. 144162
 Print publication:
 March 2008

 Article

 You have access
 Export citation
Analysis of the Rosenblatt process

 Journal:
 ESAIM: Probability and Statistics / Volume 12 / 2008
 Published online by Cambridge University Press:
 23 January 2008, pp. 230257
 Print publication:
 2008

 Article
 Export citation
Integration by Parts for Point Processes and Monte Carlo Estimation
 Part of

 Journal:
 Journal of Applied Probability / Volume 44 / Issue 3 / September 2007
 Published online by Cambridge University Press:
 14 July 2016, pp. 806823
 Print publication:
 September 2007

 Article

 You have access
 Export citation
Positivity of the density for the stochastic wave equation in two spatial dimensions

 Journal:
 ESAIM: Probability and Statistics / Volume 7 / March 2003
 Published online by Cambridge University Press:
 15 May 2003, pp. 89114
 Print publication:
 March 2003

 Article
 Export citation
Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems

 Journal:
 ESAIM: Probability and Statistics / Volume 6 / 2002
 Published online by Cambridge University Press:
 15 November 2002, pp. 147155
 Print publication:
 2002

 Article
 Export citation