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Found 28 Documents (Results 1–28)

A note on the call-put parity and a call-put duality. (English. Russian original) Zbl 1003.91028

Theory Probab. Appl. 46, No. 1, 167-170 (2001); translation from Teor. Veroyatn. Primen. 46, No. 1, 181-183 (2001).
MSC:  91B28 91B70
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Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach). (English. Russian original) Zbl 1001.91081

Theory Probab. Appl. 45, No. 3, 480-493 (2000); translation from Teor. Veroyatn. Primen. 45, No. 3, 505-520 (2000).
MSC:  91B70 91B28 60G40
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Transport by incompressible random velocity fields: Simulations and mathematical conjectures. (English) Zbl 0935.60048

Carmona, René A. (ed.) et al., Stochastic partial differential equations: six perspectives. Providence, RI: American Mathematical Society. Math. Surv. Monogr. 64, 153-181 (1999).
MSC:  60H15
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Regularity of the law for a class of anticipating stochastic differential equations. (English) Zbl 0904.60043

Decreusefond, Laurent (ed.) et al., Stochastic analysis and related topics VI. Proceedings of the 6th Oslo-Silivri workshop, Geilo, Norway, July 29–August 6, 1996. Boston, MA: Birkhäuser. Prog. Probab. 42, 357-371 (1998).
MSC:  60H10
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Applications of the criteria for smoothness of the density. (English) Zbl 0919.60063

Gorostiza, L. G. (ed.) et al., 4th symposium on Probability and stochastic processes. Proceedings, Guanajuato, Gto., Mexico, April 1–5, 1996. Hermosillo: Sociedad Matematica Mexicana. Aportaciones Mat., Notas Invest. 12, 49-56 (1996).
MSC:  60H10 60H20
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