Stochastics, Volume 90, Issue 8 (2018)

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Stochastics, Volume 90, Issue 8 (2018)

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Review

Review
Extremes of Lp-norm of vector-valued Gaussian processes with trend
Long Bai
Pages: 1111-1144
Published online: 13 Aug 2018
AbstractforExtremes of Lp-norm of vector-valued Gaussian processes with trend | Full Text | References | PDF (2.2 MB)
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Articles

Article
Dynamic convex duality in constrained utility maximization
Yusong Li & Harry Zheng
Pages: 1145-1169
Published online: 25 Jun 2018
AbstractforDynamic convex duality in constrained utility maximization | Full Text | References | PDF (1.6 MB)
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Article
On degenerate backward SPDEs in bounded domains under non-local conditions
Nikolai Dokuchaev
Pages: 1170-1189
Published online: 06 Jun 2018
AbstractforOn degenerate backward SPDEs in bounded domains under non-local conditions | Full Text | References | PDF (1.4 MB)
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Article
Game options with gradual exercise and cancellation under proportional transaction costs
Alet Roux & Tomasz Zastawniak
Pages: 1190-1220
Published online: 24 Jul 2018
AbstractforGame options with gradual exercise and cancellation under proportional transaction costs | Full Text | References | PDF (4.5 MB)
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Article
On the location of the maximum of a process: Lévy, Gaussian and Random field cases
Sergio I. López & Leandro P. R. Pimentel
Pages: 1221-1237
Published online: 20 Jul 2018
AbstractforOn the location of the maximum of a process: Lévy, Gaussian and Random field cases | Full Text | References | PDF (1.2 MB)
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Letters

Letter
Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model
Romuald Momeya
Pages: 1238-1275
Published online: 20 Jul 2018
AbstractforViscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model | Full Text | References | PDF (2.9 MB)
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