MARM Processes Part I: General Theory Benjamin MelamedXiang Zhao OriginalPaper 02 April 2011 Pages: 1 - 35
MARM Processes Part II: The Empirically-Based Subclass Benjamin MelamedXiang Zhao OriginalPaper 06 August 2011 Pages: 37 - 83
On the First-Passage Area of a One-Dimensional Jump-Diffusion Process Mario Abundo OriginalPaper 15 April 2011 Pages: 85 - 103
Bayesian Copulae Distributions, with Application to Operational Risk Management—Some Comments Philipp Arbenz OriginalPaper 19 April 2011 Pages: 105 - 108
Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate Kaiyong WangYuebao WangQingwu Gao OriginalPaper 17 May 2011 Pages: 109 - 124
Introduction to Shape Stability for a Storage Model M. V. MenshikovV. V. SiskoM. Vachkovskaia OriginalPaper 21 May 2011 Pages: 125 - 146
Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations Nicola Cufaro PetroniPiergiacomo Sabino OriginalPaper 26 May 2011 Pages: 147 - 163
Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications Zhengyan LinXinmei Shen OriginalPaper 11 June 2011 Pages: 165 - 186
A q-Analogue of the Stirling Formula and a Continuous Limiting Behaviour of the q-Binomial Distribution—Numerical Calculations Andreas George KyriakoussisMalvina Vamvakari OriginalPaper 14 June 2011 Pages: 187 - 213
On the Generalized Telegraph Process with Deterministic Jumps Antonio Di CrescenzoBarbara Martinucci OriginalPaper 19 June 2011 Pages: 215 - 235
CLTs and Asymptotic Variance of Time-Sampled Markov Chains Krzysztof ŁatuszyńskiGareth O. Roberts OriginalPaper 29 June 2011 Pages: 237 - 247