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Physical Sciences and Mathematics Commons

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Louisiana State University

Journal

2015

Articles 31 - 33 of 33

Full-Text Articles in Physical Sciences and Mathematics

Existence Of Lévy's Area And Pathwise Integration, Peter Imkeller, David J Prömel Mar 2015

Existence Of Lévy's Area And Pathwise Integration, Peter Imkeller, David J Prömel

Communications on Stochastic Analysis

No abstract provided.


Hitting Times For Bessel Processes, Gerardo Hernández-Del-Valle, Carlos G Pacheco Mar 2015

Hitting Times For Bessel Processes, Gerardo Hernández-Del-Valle, Carlos G Pacheco

Communications on Stochastic Analysis

No abstract provided.


Analysing Systemic Risk Contribution Using A Closed Formula For Conditional Value At Risk Through Copula, Brice Hakwa, Manfred Jäger-Ambrożewicz, Barbara Rüdiger Mar 2015

Analysing Systemic Risk Contribution Using A Closed Formula For Conditional Value At Risk Through Copula, Brice Hakwa, Manfred Jäger-Ambrożewicz, Barbara Rüdiger

Communications on Stochastic Analysis

No abstract provided.