Tom 45 (2018)
Spis treści
Zeszyt 1
A simple proof of the martingale property in a semi-log-normal stochastic volatility model
The least squares method for option pricing revisited
Application of copulas in the proof of the almost sure central limit theorem for the $k$th largest maxima of some random variables
Confidence interval for the weighted sum of two binomial proportions
Adaptive decomposition of band-limited signals using the Fourier transform band-pass filter
On certain integral operators associated with Hermite and Laguerre polynomials
Expanding the applicability of a fifth-order convergent method in a Banach space under weak conditions
Analysis and numerical approximation of a dynamic contact problem with friction and adhesion
Analysis of a frictional contact problem with wear and damage between two thermo-viscoelastic bodies
Zeszyt 2
A note on the worst case approach for a market with a stochastic interest rate
Partial hedging of American contingent claims in a finite discrete time model
On peculiarities of CoVaR-based portfolio selection
A note on the deficit of the logarithmic Sobolev inequality
Conditional differential equations of higher order
Semilocal convergence analysis of a fifth-order method using recurrence relations in Banach space under weak conditions
Low-rank approximate solutions to large-scale differential matrix Riccati equations
On Hessenberg type methods for low-rank Lyapunov matrix equations
Degenerate elliptic equations with a natural growth gradient term and a strongly increasing lower term
Some blow-up criteria in terms of pressure for the 3D viscous MHD equations