1. A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance

   • P. K. Singh
   • S. Saha Ray

   Research 13 May 2024 Article: 19

   

2. Two-sided Bounds for Renewal Equations and Ruin Quantities

   • Stathis Chadjiconsatntinidis

   RESEARCH 08 May 2024 Article: 18

3. The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association

   • Nour-Eddine Berrahou
   • Salim Bouzebda
   • Lahcen Douge

   Research 01 May 2024 Article: 17

   

4. Portfolio Selection with Contrarian Strategy

   • Zhichao Lu
   • Peiyuan Pang
   • Wenxin Zhang

   Research 25 April 2024 Article: 16

   

5. Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences

   • Gracia Yunruo Dong
   • Erik Hintz
   • Christiane Lemieux

   Research 23 April 2024 Article: 15

   

6. A Cyclic Random Motion in \(\mathbb {R}^3\) Driven by Geometric Counting Processes

   • Antonella Iuliano
   • Gabriella Verasani

   Research Open access 16 April 2024 Article: 14

   

7. Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities

   • Xiao Wei
   • Xingchi Gu

   Research 11 April 2024 Article: 13

   

8. The Valuation at Origination of Mortgages with Full Prepayment and Default Risks

   • Congjin Zhou
   • Guojing Wang
   • Pin Wang

   Research 08 April 2024 Article: 12

   

9. Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration

   • Fan Xu
   • Ruiling Tian
   • Qi Shao

   Research 05 April 2024 Article: 11

   

10. Efficient Approximations for Utility-Based Pricing

    • Laurence Carassus
    • Massinissa Ferhoune

    Research 28 March 2024 Article: 10