Annals of applied probability: an official journal of the Institute of Mathematical Statistics
Daniel Fernholz, Ioannis Karatzas
págs. 1179-1204
Uniform covergence for complex [0'1]-martingales.
Julien Barral, Xiong Jin, Benoît Mandelbrot
págs. 1205-1218
Convergence of complex multiplicative cascades.
Julien Barral, Xiong Jin, Benoît Mandelbrot
págs. 1219-1252
Optimal investment policy and divident payment strategy in an insurance company.
Pablo Azcue, Nora Muller
págs. 1253-1302
Lancelot F. James
págs. 1303-1340
On using shadow prices in portfolio optimization with transaction costs.
J. Kallsen, J. Muhle-Karbe
págs. 1341-1358
The emergence of rational behavior in the presence of strochastic perturbations.
Panayotis Mertikopoulos, Aris L. Moustakas
págs. 1359-1388
Simulation of diffusions by means of importance sampling paradigm.
Madalina Deaconu, Antoine Lejay
págs. 1389-1424
Do price and volatility jump together?
Jean Jacob, Viktor Todorov
págs. 1425-1469
Choice-memory tradeoff in allocation.
Noga Alon, Ori Gurel-Gurevich, Eyal Lubetzky
págs. 1470-1511
Backward stochastic differential equations with time delayed generators-results and counterexamples.
Lukasz Delong, Peter Imkeller
págs. 1512-1536
On the Wiener disorder problem.
Semih Onur Sezer
págs. 1537-1566
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