Journal of computational and applied mathematics
págs. 329-335
Infinite horizon optimal control of forward-backward stochastic differential equations with delay
Nacira Agram, Bernt Oksendal
págs. 336-349
A unified approach to pricing and risk management of equity and credit risk
Claudio Fontana
, Juan Miguel A. Montespágs. 350-361
Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique
Aysegül Iscanoglu Çekiç, Ömür Uğur
págs. 362-370
Stochastic maximum principle for nonlinear optimal control problem of switching systems
Qurban Abushov, Charkaz Aghayeva
págs. 371-376
Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data
A. Inkaya, Y. Yolcu Okur
págs. 377-384
págs. 385-393
Mustafa Ç. Pinar, A. Burak Paç
págs. 394-405
págs. 406-412
Sezgin Çiftçi, ªebnem Düzgün, B. Burçak Baþbuð Erkan
págs. 413-424
Analysis of portfolio diversification between REIT assets
Patrick Rees, A. Sevtap Selcuk-Kestel
págs. 425-433
págs. 434-442
Optimal control of stochastic hybrid system with jumps: A numerical approximation
Büsra Zeynep Temoçin, Gerhard-Wilhelm Weber
págs. 443-451
Pricing and hedging of inflation-indexed bonds in an affine framework
Zehra Eksi, Damir Filipovic
págs. 452-463
Stochastic interest rate volatility modeling with a continuous-time GARCH(1, 1) model
Selçuk Bayraci, Gazanfer Ünal
págs. 464-473
Supersingular curves over finite fields and weight divisibility of codes
Cem Güneri, Gary McGuire
págs. 474-484
On the algebraic construction of cryptographically good 32×32 binary linear transformations
Muharrem Tolga Sakalli, Bora Aslan
págs. 485-494
págs. 495-502
págs. 503-511
On the security of RFID anti-counting security protocol (ACSP)
Masoumeh Safkhani, Nasour Bagheri, Ali Mahani
págs. 512-521
Counting Boolean functions with specified values in their Walsh spectrum
Erdener Uyan, Çagdas Çalik, Ali Doðanaksoy
págs. 522-528
IND-CCA secure encryption based on a Zheng-Seberry scheme
Murat Ak, Turgut Hanoymak, Ali Aydin Selçuk
págs. 529-535
Permutations of finite fields with prescribed properties
Ayça Çesmelioglu, Wilfried Meidl, Alev Topuzoglu
págs. 536-545
On the arithmetic operations over finite fields of characteristic three with low complexity
S. Akleylek, Ferruh Özbudak, C. Özel
págs. 546-554
Linear complexity of quaternary sequences of length with low autocorrelation
V. Edemskiy, A. Ivanov
págs. 555-560
Differential entropy analysis of the IDEA block cipher
Alex Biryukov, Jorge Nakahara Jr., Hamdi Murat Yildirim
págs. 561-570
Cryptanalysis of the Cho et al. protocol: A hash-based RFID tag mutual authentication protocol
Masoumeh Safkhani, Pedro Peris López
, Julio César Hernández Castro , Nasour Bagheripágs. 571-577
págs. 578-585
págs. 586-591
Andrey Bogdanov, Elif Bilge Kavun, Elmar Tischhauser, Tolga Yalçin
págs. 592-598
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