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Volume 9, Number 1 (2015)
Article
Comparing the G-normal distribution to its classical counterpart
Erhan Bayraktar and Alexander Munk
Convergence of scheme for decoupled forward backward stochastic differential equation
Hani Abidi and Habib Ouerdiane
Branching particle systems and compound Poisson processes related to Pólya-Aeppli distributions
Richard B Paris and Vladimir Vinogradov
Hitting times for Bessel processes
Gerardo Hernández-del-Valle and Carlos G Pacheco
Existence of Lévy's area and pathwise integration
Peter Imkeller and David J Prömel
Mathematical formulation of an optimal execution problem with uncertain market impact
Kensuke Ishitani and Takashi Kato
Analysing systemic risk contribution using a closed formula for conditional value at risk through copula
Brice Hakwa, Manfred Jäger-Ambrożewicz, and Barbara Rüdiger