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Communications on Stochastic Analysis

Communications on Stochastic Analysis

  • ISSN :- 0973-9599
  • Frequency :- Semi-annual

Articles

A Hull and White Formula for a Stochastic Volatility Levy Model with Infinite Activity

Author :- Hossein Jafari and Josepvives

Volume :- No.16 (2022)

Issue No :- 1-2 (2022)

Pages :- 1-16

Article PDF

Fluctuation Properties of Compound Poisson–Erlang Levy Processes

Author :- Richardb.Paris and Vladimir Vinogradov

Volume :- No.16 (2022)

Issue No :- 1-2 (2022)

Pages :- 17-36

Article PDF

Nonparametric Regression with Non-Gaussian Long Memory

Author :- Mariela Sued,Soledad Torres and Ciprian A.Tudor

Volume :- No.16 (2022)

Issue No :- 1-2 (2022)

Pages :- 37-55

Article PDF

A Converse Comparison Theorem for Discrete- Time Finite-State BSDES and Risk Measures Usingg-Expectation

Author :- Robert Elliott,Yin Lin and Hailiang Yang

Volume :- No.16 (2022)

Issue No :- 1-2 (2022)

Pages :- 57-74

Article PDF

Partially Gaussian Stationary Stochastic Processes in Discrete Time

Author :- K.R.Parthasarathy

Volume :- No.16 (2022)

Issue No :- 1-2 (2022)

Pages :- 75-78

Article PDF

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