1. A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization. (2nd August 2016) Authors: Cordoni, Francesco; Di Persio, Luca Other Names: Yong Jiongmin Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2016(2016) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator. (13th December 2011) Authors: Lachal, Aimé Other Names: Liptser R. Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2011(2011) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue. (17th February 2015) Authors: Maity, Arunava; Gupta, U. C. Other Names: Stettner Lukasz Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue. (17th February 2015) Authors: Maity, Arunava; Gupta, U. C. Other Names: Stettner Lukasz Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A Decomposable Branching Process in a Markovian Environment. (31st December 2012) Authors: Vatutin, Vladimir; Dyakonova, Elena; Jagers, Peter; Sagitov, Serik Other Names: Olofsson Peter Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2012(2012) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A Dependent Hidden Markov Model of Credit Quality. (13th August 2012) Authors: Korolkiewicz, Małgorzata Wiktoria Other Names: Hu Yaozhong Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2012(2012) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A Discrete-Time Queue with Balking, Reneging, and Working Vacations. (28th October 2014) Authors: Goswami, Veena Other Names: Hernandez-Lerma Onesimo Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2014(2014) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A Feedback Retrial Queueing System with Two Types of Batch Arrivals. (18th December 2012) Authors: Kalyanaraman, R. Other Names: Lee Ho Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2012(2012) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility. (8th February 2015) Authors: Bonetti, Daniel; Leão, Dorival; Ohashi, Alberto; Siqueira, Vinícius Other Names: Orsingher Enzo Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility. (8th February 2015) Authors: Bonetti, Daniel; Leão, Dorival; Ohashi, Alberto; Siqueira, Vinícius Other Names: Orsingher Enzo Academic Editor. Journal: International journal of stochastic analysis Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗