Volume 11

ESAIM Probability and Statistics

Volume 11
2

Pricing rules under asymmetric information

Ogawa, Shigeyoshi, Pontier, Monique
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 149 KB
english, 2007
4

The fractional mixed fractional brownian motion and fractional brownian sheet

El-Nouty, Charles
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 214 KB
english, 2007
5

Asymptotic properties of power variations of Lévy processes

Jacod, Jean
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 342 KB
english, 2007
7

Corrigendum to “Stability of solutions of BSDEs with random terminal time”

Toldo, Sandrine
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 105 KB
english, 2007
9

Some short elements on hedging credit derivatives

Durand, Philippe, Jouanin, Jean-Frédéric
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 175 KB
english, 2007
10

Consistent price systems for subfiltrations

Gombani, Andrea, Jaschke, Stefan, Runggaldier, Wolfgang
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 116 KB
english, 2007
11

Potentials of a Markov process are expected suprema

Föllmer, Hans, Knispel, Thomas
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 183 KB
english, 2007
12

Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$

Nane, Erkan
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 197 KB
english, 2007
13

Preface

Cont, Rama, Fouque, Jean-Pierre, Lapeyre, Bernard
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
french
File:
PDF, 41 KB
french, 2007
15

Moderate deviations for two sample t-statistics

Cao, Hongyuan
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 142 KB
english, 2007
16

Discrete Lundberg-type bounds with actuarial applications

Sendova, Kristina
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 220 KB
english, 2007
17

Polynomial expansions of density of power mixtures

Pommeret, Denys
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 241 KB
english, 2007
18

Minimum variance importance sampling via Population Monte Carlo

Douc, R., Guillin, A., Marin, J.-M., Robert, C. P.
Journal:
ESAIM Probability and Statistics
Year:
2007
Language:
english
File:
PDF, 302 KB
english, 2007
21

Entropic Conditions and Hedging

Njoh, Samuel
Journal:
ESAIM Probability and Statistics
Year:
2007
File:
PDF, 224 KB
2007