Volume 55; Issue 2

Lithuanian Mathematical Journal

Volume 55; Issue 2
1

Itô Calculus without Probability in Idealized Financial Markets*

Year:
2015
Language:
english
File:
PDF, 425 KB
english, 2015
2

Lévy Process with Substable Increments via Generalized Convolution

Year:
2015
Language:
english
File:
PDF, 198 KB
english, 2015
3

Small-Maturity Digital Options in Lévy Models: An Analytic Approach*

Year:
2015
Language:
english
File:
PDF, 213 KB
english, 2015
8

Small Area Estimates for the Fraction of the Unemployed

Year:
2015
Language:
english
File:
PDF, 386 KB
english, 2015
10

A Bound for Norms inLp(T) of Deviations ofφ-sub-Gaussian Stochastic Processes

Year:
2015
Language:
english
File:
PDF, 221 KB
english, 2015