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期刊名：Stochastics-an international journal of probability and stochastic processes

缩写：STOCHASTICS

ISSN：1744-2508

e-ISSN：1744-2516

IF/分区：0.9/Q3

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共收录本刊相关文章索引177条
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Optimal stopping and strong approximation theorems† [0.03%]
Kifer, Yuri Kifer
Stochastics-an international journal of probability and stochastic processes. 2007;79(3):253-273. DOI:10.1080/17442500600987118 2007
Principle of smooth fit and diffusions with angles [0.03%]
Peskir, Goran Peskir
Stochastics-an international journal of probability and stochastic processes. 2007;79(3):293-302. DOI:10.1080/17442500601040461 2007
A harmonic function technique for the optimal stopping of diffusions [0.03%]
Christensen, Sören; Irle, Albrecht Christensen
Stochastics-an international journal of probability and stochastic processes. 2011;83(4):347-363. DOI:10.1080/17442508.2010.498915 2011
Finite-horizon optimal stopping, obstacle problems and the shape of the continuation region [0.03%]
Jacka, S.; Lynn, J. Jacka
Stochastics-an international journal of probability and stochastic processes. 1992;39(1):25-42. DOI:10.1080/17442509208833761 1992
Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions [0.03%]
Bassan, Bruno; Ceci, Claudia Bassan
Stochastics-an international journal of probability and stochastic processes. 2002;72(1):55-77. DOI:10.1080/10451120290008557 2002
A new approach to the skorohod problem, and its applications [0.03%]
Karoui, Nicole El; Karatzas, Ioannis Karoui
Stochastics-an international journal of probability and stochastic processes. 1991;34(1):57-82. DOI:10.1080/17442509108833675 1991
Stochastic differential equations with time-dependent reflecting barriers [0.03%]
Słomiński, Leszek; Wojciechowski, Tomasz Słomiński
Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(1):27-47. DOI:10.1080/17442508.2011.651212 2013
Optimal stopping of expected profit and cost yields in an investment under uncertainty [0.03%]
Djehiche, Boualem; Hamadène, Said; Morlais et al. Djehiche et al.
Stochastics An International Journal of Probability and Stochastic Processes. 2011;83(4-6):431-448. DOI:10.1080/17442508.2010.516828 2011
Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models [0.03%]
Jacquier, Antoine; Keller-Ressel, Martin; Mijatović et al. Jacquier et al.
Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(2):321-345. DOI:10.1080/17442508.2012.720687 2013
A note on convergence of option prices and their Greeks for Lévy models [0.03%]
Benth, Fred Espen; Nunno, Giulia Di; Khedher et al. Benth et al.
Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(6):1015-1039. DOI:10.1080/17442508.2012.736994 2013