A simple proof of the martingale property in a semi-log-normal stochastic volatility model
Jacek Jakubowski, Maciej Wiśniewolski
págs. 1-4
The least squares method for option pricing revisited
Maciej Klimek, Marcin Pitera
págs. 5-29
Marcin Dudzinski, Konrad Furmańczyk
págs. 31-51
Confidence interval for the weighted sum of two binomial proportions
Wojciech Zieliński
págs. 53-60
Adaptive decomposition of band-limited signals using the Fourier transform band-pass filter
Waldemar Popiński
págs. 61-70
On certain integral operators associated with Hermite and Laguerre polynomials
Mirosław Pawlak, Ulrich Stadtmüller
págs. 71-90
Ioannis K. Argyros, Ramandeep Behl, S. S. Motsa
págs. 91-101
Analysis and numerical approximation of a dynamic contact problem with friction and adhesion
Abderrezak Kasri, Arezki Touzaline
págs. 103-127
Analysis of a frictional contact problem with wear and damage between two thermo-viscoelastic bodies
Ilyas Boukaroura, Seddik Djabi
págs. 129-150
© 2008-2024 Fundación Dialnet · Todos los derechos reservados