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Found 5 Documents (Results 1–5)

Limit behavior of the prices of a barrier option in the Black-Scholes model with random drift and volatility. (English. Ukrainian original) Zbl 1274.91429

Theory Probab. Math. Stat. 84, 99-106 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 94-101 (2011).
MSC:  91G20 60G44 60B12
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Functional limit theorems for stochastic integrals with applications to risk processes and to capital of self-financing strategies in a multidimensional market. II. (English. Ukrainian original) Zbl 1232.60026

Theory Probab. Math. Stat. 82, 87-101 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 92-103.
MSC:  60F17 60H05 91B30 91G80 60K10
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Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. (Ukrainian, English) Zbl 1224.60061

Teor. Jmovirn. Mat. Stat. 81, 114-127 (2009); translation in Theory Probab. Math. Stat. 81, 131-146 (2010).
MSC:  60F17 60H05 91B30 91G80
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