International Journal of Stochastic Analysis

ABDC B

Recent paperssorted by most recent

Paper	Year	Citations
Regime-Switching Temperature Dynamics Model for Weather Derivatives Samuel Asante Gyamerah et al.	2018	9 citations
Stochastic Temporal Data Upscaling Using the Generalized k-Nearest Neighbor Algorithm John Mashford	2018	0 citations
Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease Olusegun Michael Otunuga	2017	11 citations
Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications Raúl Merino & Josep Vives	2017	7 citations
Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise Raluca M. Balan & Cheikh B. Ndongo	2017	0 citations
Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations Sixian Jin & Henry Schellhorn	2017	0 citations
Stochastic Analysis of Gaussian Processes via Fredholm Representation Tommi Sottinen & Lauri Viitasaari	2016	20 citations
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization Francesco Cordoni & Luca Di Persio	2016	17 citations
Analysis of a Priority Queue with Phase-Type Service and Failures Alexander Dudin & Sergey Dudin	2016	15 citations
Multiserver Queue with Guard Channel for Priority and Retrial Customers Kazuki Kajiwara & Tuan Phung-Duc	2016	4 citations
Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums Jörg Kampen	2016	3 citations
Asymptotic Time Averages and Frequency Distributions Muhammad El‐Taha	2016	1 citations
Optimal Bounds for the Variance of Self-Intersection Local Times George Deligiannidis & Sergey Utev	2016	0 citations
Yamada-Watanabe Results for Stochastic Differential Equations with Jumps Mátyás Barczy et al.	2015	40 citations
A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment Tak Kuen Siu	2015	9 citations
A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility Daniel Bonetti et al.	2015	6 citations
A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models Raúl Merino & Josep Vives	2015	6 citations
A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue Arunava Maity & Umesh Gupta	2015	5 citations
Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes Rehez Ahlip & Ante Prodan	2015	2 citations
Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution Richard S. Ellis & Shlomo Ta’asan	2015	1 citations

Search evidence from this journal →

Start a search

Access requires your institution's subscription. Ask your librarian →