Andersen, Leif Option pricing with quadratic volatility: a revisit. (English) Zbl 1303.91165 Finance Stoch. 15, No. 2, 191-219 (2011). MSC: 91G20 60H30 60G40 60G44 PDFBibTeX XMLCite \textit{L. Andersen}, Finance Stoch. 15, No. 2, 191--219 (2011; Zbl 1303.91165) Full Text: DOI
Schurz, Henri Almost sure asymptotic stability and convergence of stochastic theta methods applied to systems of linear SDEs in \(\mathbb R^d\). (English) Zbl 1268.65009 Random Oper. Stoch. Equ. 19, No. 2, 111-129 (2011). MSC: 65C30 60H10 60H35 34F05 37H10 65Q10 65L20 PDFBibTeX XMLCite \textit{H. Schurz}, Random Oper. Stoch. Equ. 19, No. 2, 111--129 (2011; Zbl 1268.65009) Full Text: DOI
Chen, Feng; Yip, Paul S. F.; Lam, K. F. On the local polynomial estimators of the counting process intensity function and its derivatives. (English) Zbl 1246.60074 Scand. J. Stat. 38, No. 4, 631-649 (2011). MSC: 60G55 62G08 62G07 62G20 62N02 62P25 62P35 PDFBibTeX XMLCite \textit{F. Chen} et al., Scand. J. Stat. 38, No. 4, 631--649 (2011; Zbl 1246.60074) Full Text: DOI
Aryasova, Olga V.; Pilipenko, Andrey Yu. On the strong uniqueness of a solution to singular stochastic differential equations. (English) Zbl 1249.60177 Theory Stoch. Process. 17, No. 2, 1-15 (2011). MSC: 60J65 60H10 PDFBibTeX XMLCite \textit{O. V. Aryasova} and \textit{A. Yu. Pilipenko}, Theory Stoch. Process. 17, No. 2, 1--15 (2011; Zbl 1249.60177) Full Text: arXiv
Jarrow, Robert; Kchia, Younes; Protter, Philip How to detect an asset bubble. (English) Zbl 1239.91184 SIAM J. Financ. Math. 2, 839-865 (2011). Reviewer: Weiping Li (Stillwater) MSC: 91G70 60G44 60G48 60G07 60H05 60H20 PDFBibTeX XMLCite \textit{R. Jarrow} et al., SIAM J. Financ. Math. 2, 839--865 (2011; Zbl 1239.91184) Full Text: DOI
Yurachkivsky, Andriy Convergence of locally square integrable martingales to a continuous local martingale. (English) Zbl 1235.60043 J. Probab. Stat. 2011, Article ID 580292, 34 p. (2011). MSC: 60G42 60F05 PDFBibTeX XMLCite \textit{A. Yurachkivsky}, J. Probab. Stat. 2011, Article ID 580292, 34 p. (2011; Zbl 1235.60043) Full Text: DOI
Prokaj, V.; Rásonyi, M. Local and true martingales in discrete time. (English. Russian original) Zbl 1226.60061 Theory Probab. Appl. 55, No. 2, 325-332 (2011); translation from Teor. Veroyatn. Primen. 55, No. 2, 398-404 (2010). MSC: 60G42 PDFBibTeX XMLCite \textit{V. Prokaj} and \textit{M. Rásonyi}, Theory Probab. Appl. 55, No. 2, 325--332 (2011; Zbl 1226.60061); translation from Teor. Veroyatn. Primen. 55, No. 2, 398--404 (2010) Full Text: DOI
Debussche, Arnaud; Glatt-Holtz, Nathan; Temam, Roger Local martingale and pathwise solutions for an abstract fluids model. (English) Zbl 1230.60065 Physica D 240, No. 14-15, 1123-1144 (2011). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 60H30 35R60 35A01 35A02 76D03 PDFBibTeX XMLCite \textit{A. Debussche} et al., Physica D 240, No. 14--15, 1123--1144 (2011; Zbl 1230.60065) Full Text: DOI arXiv
Li, Huiyun; Mu, Junfen; Li, Zhichan A generalization of the Burkholder-Davis-Gundy inequalities. (English) Zbl 1220.60015 Stochastics 83, No. 3, 233-240 (2011). MSC: 60E15 60G44 PDFBibTeX XMLCite \textit{H. Li} et al., Stochastics 83, No. 3, 233--240 (2011; Zbl 1220.60015) Full Text: DOI
Fan, Guo-Liang; Liang, Han-Ying; Xu, Hong-Xia Empirical likelihood for a heteroscedastic partial linear model. (English) Zbl 1222.62055 Commun. Stat., Theory Methods 40, No. 8, 1396-1417 (2011). MSC: 62G08 62G05 62G15 62E20 PDFBibTeX XMLCite \textit{G.-L. Fan} et al., Commun. Stat., Theory Methods 40, No. 8, 1396--1417 (2011; Zbl 1222.62055) Full Text: DOI
Yen, Ju-Yi; Yor, Marc Call option prices based on Bessel processes. (English) Zbl 1217.60071 Methodol. Comput. Appl. Probab. 13, No. 2, 329-347 (2011). MSC: 60J60 91G80 PDFBibTeX XMLCite \textit{J.-Y. Yen} and \textit{M. Yor}, Methodol. Comput. Appl. Probab. 13, No. 2, 329--347 (2011; Zbl 1217.60071) Full Text: DOI arXiv
Hwang, S. Y.; Basawa, I. V. Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality. (English) Zbl 1274.62547 J. Multivariate Anal. 102, No. 6, 1018-1031 (2011). MSC: 62M02 62M05 60F05 60G42 60J80 PDFBibTeX XMLCite \textit{S. Y. Hwang} and \textit{I. V. Basawa}, J. Multivariate Anal. 102, No. 6, 1018--1031 (2011; Zbl 1274.62547) Full Text: DOI