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ORCIDFrontiers in Applied Mathematics and Statistics, Volume 1
Volume 1, 2015
- Young Shin Kim
:
Multivariate tempered stable model with long-range dependence and time-varying volatility. 1 - Angela Tsao, Xiang Shi, Alexander Melnikov:
CVaR hedging under stochastic interest rate. 2 - Mohamed N. Abdelghani, Alexander Melnikov:
On macrohedging problem in semimartingale markets. 3 - Simeon Reich, Alexander J. Zaslavski:
Generic convergence of infinite products of nonexpansive mappings with unbounded domains. 4 - Chun Kong Shek, Jimmy Law, Sergei Levendorskii:
Efficient option pricing under Lévy processes, with CVA and FVA. 6 - Sergio Focardi:
Is economics an empirical science? If not, can it become one? 7 - Yuzhong Zhang, Fangfei Dong:
General equilibrium pricing with information asymmetry. 8 - David Ariza-Ruiz, Jesus Garcia-Falset, Kishin B. Sadarangani:
Wardowski conditions to the coincidence problem. 9 - Gui Citovsky, Sergio Focardi:
A novel view of suprathreshold stochastic resonance and its applications to financial markets. 10 - Takashi Kanamura:
The role of incompleteness in commodity futures markets. 11 - Jorge I. Vélez, Juan C. Correa, Fernando Marmolejo-Ramos:
A new approach to the Box-Cox transformation. 12 - Xiang Shi, Lihua Zhang, Young S. A. Kim:
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models. 13 - John B. Guerard:
Investing in Global Markets: Big Data and Applications of Robust Regression. 14
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