Works matching IS 10723374 AND DT 2009 AND VI 159 AND IP 3
Results: 12
Arbitrage-free option prices on global markets.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 281, doi. 10.1007/s10958-009-9439-6
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On asymptotic behavior for probabilities of large deviations of compound Cox processes.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 376, doi. 10.1007/s10958-009-9450-y
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Characterizations of distributions by moment properties of sums of records and successive maxima.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 358, doi. 10.1007/s10958-009-9448-5
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Sums of independent poisson subordinators and their connection with strictly α-stable processes of Ornstein-Uhlenbeck type.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 350, doi. 10.1007/s10958-009-9447-6
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The Lévy–Khinchin representation of a class of stable signed measures.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 363, doi. 10.1007/s10958-009-9449-4
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Small deviations of modified sums of independent random variables.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 341, doi. 10.1007/s10958-009-9446-7
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Optimal local first exit time.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 327, doi. 10.1007/s10958-009-9445-8
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On asymptotic efficiency of tests of fit based on the Deheuvels empirical process.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 317, doi. 10.1007/s10958-009-9443-x
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A class of distributions that includes student’s t<sub>2</sub>-distribution.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 312, doi. 10.1007/s10958-009-9442-y
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On stability of sums of nonnegative random variables.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 324, doi. 10.1007/s10958-009-9444-9
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Hypergeometric diffusion.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 295, doi. 10.1007/s10958-009-9440-0
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Two-sided estimates for constants in the Marcinkiewicz inequalities.
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- Journal of Mathematical Sciences, 2009, v. 159, n. 3, p. 305, doi. 10.1007/s10958-009-9441-z
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