Stochastic Analysis and Applications, Volume 33, Issue 4 (2015)

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Stochastic Analysis and Applications, Volume 33, Issue 4 (2015)

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Article

Article
Real-World Forward Rate Dynamics With Affine Realizations
Eckhard Platen & Stefan Tappe
Pages: 573-608
Published online: 24 Jun 2015
AbstractforReal-World Forward Rate Dynamics With Affine Realizations | Full Text | References | PDF (219 KB)
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Article
On the Local Time of the Weighted Bootstrap and Compound Empirical Processes
Sergio Alvarez-Andrade & Salim Bouzebda
Pages: 609-629
Published online: 24 Jun 2015
AbstractforOn the Local Time of the Weighted Bootstrap and Compound Empirical Processes | Full Text | References | PDF (149.1 KB)
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Original Articles

Article
PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options
Sudip Ratan Chandra, Diganta Mukherjee & Indranil SenGupta
Pages: 630-652
Published online: 24 Jun 2015
AbstractforPIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options | Full Text | References | PDF (384.9 KB)
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Article

Article
Variational Solution of Stochastic Schrödinger Equations With Power-Type Nonlinearity
Diana Keller & Hannelore Lisei
Pages: 653-672
Published online: 24 Jun 2015
AbstractforVariational Solution of Stochastic Schrödinger Equations With Power-Type Nonlinearity | Full Text | References | PDF (146.7 KB)
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Article
Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps
Olivier Menoukeu-Pamen
Pages: 673-700
Published online: 24 Jun 2015
AbstractforNon-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps | Full Text | References | PDF (177.5 KB)
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Article
Maximal Inequalities for Fractional Lévy and Related Processes
Christian Bender, Robert Knobloch & Philip Oberacker
Pages: 701-714
Published online: 24 Jun 2015
AbstractforMaximal Inequalities for Fractional Lévy and Related Processes | Full Text | References | PDF (118.4 KB)
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Article
A General Optimal Multiple Stopping Problem with an Application to Swing Options
Imène Ben Latifa, Joseph Frédéric Bonnans & Mohamed Mnif
Pages: 715-739
Published online: 24 Jun 2015
AbstractforA General Optimal Multiple Stopping Problem with an Application to Swing Options | Full Text | References | PDF (176.7 KB)
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Article
Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors
Hiroshi Takahashi, Shuya Kanagawa & Ken-ichi Yoshihara
Pages: 740-755
Published online: 24 Jun 2015
AbstractforAsymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors | Full Text | References | PDF (120.6 KB)
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