Volume 5, Number 2 (2011)
Article
Characterization of mass-stationarity by Bernoulli and Cox transports
Günter Last and Hermann Thorisson
A general theorem for portfolio generating functions
Olivier Menoukeu Pamen
Robustness of option prices and their deltas in markets modelled by jump-diffusions
Fred Espen Benth, Giulia Di Nunno, and Asma Khedher
Asymptotic properties of stochastic partial differential equations in Hilbert spaces driven by non-Gaussian noise
V Mandrekar and Li Wang
An extension of bifractional Brownian motion
Xavier Bardina and Khalifa Es-Sebaiy
On the value of stochastic differential games
Wendell H Fleming and Daniel Hernández-Hernández
Evolution systems of measures for non-autonomous Ornstein-Uhlenbeck processes with Lévy noise
Robert Wooster
Dynamics of a stochastic predator-prey model with the Beddington-DeAngelis functional response
Ta Viet Ton and Atsushi Yagi
CDO tranche sensitivities in the Gaussian copula model
Chao Meng and Ambar N Sengupta
Integration by parts formula and the Stein lemma on abstract Wiener space
Hui-Hsiung Kuo and Yuh-Jia Lee
Stochastic Jacobians in affine term-structure models: a local property
Cody Blaine Hyndman