Research Article
Tsallis value-at-risk: generalized entropic value-at-risk
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- 29 November 2022, pp. 1-20
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Overlap times in the infinite server queue
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- 23 February 2023, pp. 21-27
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Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments
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- 18 January 2023, pp. 28-38
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Option pricing under a double-exponential jump-diffusion model with varying severity of jumps
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- 10 January 2023, pp. 39-64
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Valuation of vulnerable European options with market liquidity risk
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- 27 December 2022, pp. 65-81
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Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme
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- 09 January 2023, pp. 82-99
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Random multi-hooking networks
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- 13 February 2023, pp. 100-114
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Multiple-drawing dynamic Friedman urns with opposite-reinforcement
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- 26 January 2023, pp. 115-129
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Optimal control of supervisors balancing individual and joint responsibilities
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- 20 January 2023, pp. 130-149
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Method-of-moments estimators of a scale parameter based on samples from a coherent system
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- 16 February 2023, pp. 150-167
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A closed-form approximation for pricing spread options on futures under a mean-reverting spot price model with multiscale stochastic volatility
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- 20 February 2023, pp. 168-188
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A new lifetime distribution by maximizing entropy: properties and applications
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- 28 February 2023, pp. 189-206
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A new measure of inaccuracy for record statistics based on extropy
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- 10 March 2023, pp. 207-225
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Erratum
A simple European option pricing formula with a skew Brownian motion – ERRATUM
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- 16 February 2023, p. 226
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