Research Papers
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals
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- 14 July 2016, pp. 1-18
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A class of complete benchmark models with intensity-based jumps
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- 14 July 2016, pp. 19-34
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Limiting distributions for minimum relative entropy calibration
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- 14 July 2016, pp. 35-50
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On the optimal allocation of service to impatient tasks
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- 14 July 2016, pp. 51-72
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The stochastic precedence ordering with applications in sampling and testing
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- 14 July 2016, pp. 73-82
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The almost sure central limit theorem for one-dimensional nearest-neighbour random walks in a space-time random environment
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- 14 July 2016, pp. 83-92
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Precise large deviations for sums of random variables with consistently varying tails
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- 14 July 2016, pp. 93-107
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Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
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- 14 July 2016, pp. 108-116
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On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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- 14 July 2016, pp. 117-130
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Sequential selection of random vectors under a sum constraint
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- 14 July 2016, pp. 131-146
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On the maximum drawdown of a Brownian motion
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- 14 July 2016, pp. 147-161
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Backward SDEs with two barriers and continuous coefficient: an existence result
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- 14 July 2016, pp. 162-175
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A note on the asymptotic behaviour of the extinction probability in supercritical population-size-dependent branching processes with independent and identically distributed random environments
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- 14 July 2016, pp. 176-186
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Large deviations for super-Brownian motion with immigration
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- 14 July 2016, pp. 187-201
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A note on two-level superprocesses
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- 14 July 2016, pp. 202-210
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On-line parameter estimation for a failure-prone system subject to condition monitoring
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- 14 July 2016, pp. 211-220
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Separable lower triangular bilinear model
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- 14 July 2016, pp. 221-235
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On a time deformation reducing nonstationary stochastic processes to local stationarity
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- 14 July 2016, pp. 236-249
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On the distribution of the search cost for the move-to-front rule with random weights
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- 14 July 2016, pp. 250-262
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Short Communications
Minimal martingale measures for jump diffusion processes
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- 14 July 2016, pp. 263-270
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