Posashkov, S. V. Optimal price for the hedge of a European-type contingent claim. (Ukrainian, English) Zbl 1195.91164 Teor. Jmovirn. Mat. Stat. 77, 133-140 (2007); translation in Theory Probab. Math. Stat. 77, 147-154 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 60H30 60J35 60G22 × Cite Format Result Cite Review PDF Full Text: Link
Mishura, Yu. S.; Shelyazhenko, P. S.; Shevchenko, G. M. A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time. (Ukrainian, English) Zbl 1199.91277 Teor. Jmovirn. Mat. Stat. 77, 122-131 (2007); translation in Theory Probab. Math. Stat. 77, 135-146 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G80 × Cite Format Result Cite Review PDF Full Text: Link
Masol, V. I.; Slobodyan, M. V. An estimate for the rate of convergence of the distribution of the number of false solutions of a system of nonlinear random equations in the field \(GF(2)\). (Ukrainian, English) Zbl 1199.60030 Teor. Jmovirn. Mat. Stat. 77, 109-121 (2007); translation in Theory Probab. Math. Stat. 77, 121-134 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60C05 15B52 15A03 × Cite Format Result Cite Review PDF Full Text: Link
Kozachenko, Yu. V.; Pogorilyak, O. O. A method of modelling log Gaussian Cox processes. (Ukrainian, English) Zbl 1199.60114 Teor. Jmovirn. Mat. Stat. 77, 82-95 (2007); translation in Theory Probab. Math. Stat. 77, 91-105 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 65C40 × Cite Format Result Cite Review PDF Full Text: Link
Klykavka, B. M. Representations and properties of weight functions in Tauberian theorems. (Ukrainian, English) Zbl 1199.60176 Teor. Jmovirn. Mat. Stat. 77, 64-81 (2007); translation in Theory Probab. Math. Stat. 77, 71-90 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G60 62E20 40E05 × Cite Format Result Cite Review PDF Full Text: Link
Kartashov, Yu. M. Sufficient conditions for the convergence of local-time type functionals of Markov approximations. (Ukrainian, English) Zbl 1199.60287 Teor. Jmovirn. Mat. Stat. 77, 36-51 (2007); translation in Theory Probab. Math. Stat. 77, 39-55 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60J55 60J45 60F17 × Cite Format Result Cite Review PDF Full Text: Link
Degtyar’, S. V. Analytical problems of the asymptotic behavior of Markov functionals. I. (Ukrainian, English) Zbl 1199.60317 Teor. Jmovirn. Mat. Stat. 77, 28-35 (2007); translation in Theory Probab. Math. Stat. 77, 31-38 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60K15 60J25 × Cite Format Result Cite Review PDF Full Text: Link
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. On some properties of asymptotic quasi-inverse functions. (Ukrainian, English) Zbl 1199.26009 Teor. Jmovirn. Mat. Stat. 77, 13-27 (2007); translation in Theory Probab. Math. Stat. 77, 15-30 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 26A12 60F99 26A48 × Cite Format Result Cite Review PDF Full Text: Link
Bratyk, M. V. Ruin probability for an insurer investing in several risky assets. (Ukrainian, English) Zbl 1199.62034 Teor. Jmovirn. Mat. Stat. 77, 1-12 (2007); translation in Theory Probab. Math. Stat. 77, 1-13 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P05 91B30 60G48 60J70 × Cite Format Result Cite Review PDF Full Text: Link
Ling, Cheng-Xiu; Peng, Zuoxiang; Nadarajah, Saralees A location invariant moment-type estimator. II. (English) Zbl 1193.62053 Teor. Jmovirn. Mat. Stat. 77, 149-160 (2007) and Theory Probab. Math. Stat. 77, 177-189 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: Link
Chen, P.; Hu, T.-C.; Volodin, A. Limiting behaviour of moving average processes under negative association assumption. (English) Zbl 1199.60074 Teor. Jmovirn. Mat. Stat. 77, 149-160 (2007) and Theory Probab. Math. Stat. 77, 165-176 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60F15 × Cite Format Result Cite Review PDF Full Text: Link
Farcomeni, Alessio Some finite sample properties of negatively dependent random variables. (English) Zbl 1199.60048 Teor. Jmovirn. Mat. Stat. 77, 141-148 (2007) and Theory Probab. Math. Stat. 77, 155-163 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60E15 47N30 × Cite Format Result Cite Review PDF Full Text: Link
Lekadir, O.; Aissani, D. Strong stability in a Jackson queueing network. (English) Zbl 1199.60321 Teor. Jmovirn. Mat. Stat. 77, 96-108 (2007) and Theory Probab. Math. Stat. 77, 107-119 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60K20 60K25 × Cite Format Result Cite Review PDF Full Text: Link
Kane, S.; Melnikov, A. On pricing contingent claims in a two interest rates jump-diffusion model via market completions. (English) Zbl 1195.91159 Teor. Jmovirn. Mat. Stat. 77, 52-63 (2007) and Theory Probab. Math. Stat. 77, 57-69 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 60H30 60J75 60G44 × Cite Format Result Cite Review PDF Full Text: Link