PRICING OF FORWARDS AND OPTIONS IN A MULTIVARIATE NON-GAUSSIAN STOCHASTIC VOLATILITY MODEL FOR ENERGY MARKETS.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 572, doi. 10.1239/aap/1370870130
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- Publication type:
- Article
Works matching IS 00018678 AND DT 2013 AND VI 45 AND IP 2
Results: 12
1
2
CROSS-COMMODITY SPOT PRICE MODELING WITH STOCHASTIC VOLATILITY AND LEVERAGE FOR ENERGY MARKETS.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 545, doi. 10.1239/aap/1370870129
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- Publication type:
- Article
3
LIMIT THEOREMS FOR AGGREGATED LINEAR PROCESSES.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 520, doi. 10.1239/aap/1370870128
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- Publication type:
- Article
4
ABSORBING CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH TOTAL COST CRITERIA.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 490, doi. 10.1239/aap/1370870127
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- Publication type:
- Article
5
A MARKOV ADDITIVE RISK PROCESS WITH A DIVIDEND BARRIER.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 451, doi. 10.1239/aap/1370870126
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- Publication type:
- Article
6
DISTRIBUTIONAL CONVERGENCE FOR THE NUMBER OF SYMBOL COMPARISONS USED BY QUICKSELECT.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 425, doi. 10.1239/aap/1370870125
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- Publication type:
- Article
7
ON THE DENSITY FUNCTIONS OF INTEGRALS OF GAUSSIAN RANDOM FIELDS.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 398, doi. 10.1239/aap/1370870124
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- Publication type:
- Article
8
ASYMPTOTIC BEHAVIOR OF THE MORAN PARTICLE SYSTEM.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 379, doi. 10.1239/aap/1370870123
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- Publication type:
- Article
9
STABILITY OF THE BIPARTITE MATCHING MODEL.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 351, doi. 10.1239/aap/1370870122
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- Publication type:
- Article
10
ASYMPTOTICS OF VISIBILITY IN THE HYPERBOLIC PLANE.
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- Advances in Applied Probability, 2013, v. 45, n. 2, p. 332, doi. 10.1239/aap/1370870121
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- Publication type:
- Article
11
CENTRAL LIMIT THEOREMS FOR VOLUME AND SURFACE CONTENT OF STATIONARY POISSON CYLINDER PROCESSES IN EXPANDING DOMAINS.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 312, doi. 10.1239/aap/1370870120
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- Publication type:
- Article
12
LINE SEGMENTS IN THE ISOTROPIC PLANAR STIT TESSELLATION.
- Published in:
- Advances in Applied Probability, 2013, v. 45, n. 2, p. 295, doi. 10.1239/aap/1370870119
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- Publication type:
- Article