Research Article
On the Structure of a Swing Contract's Optimal Value and Optimal Strategy
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- 14 July 2016, pp. 1-15
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Smile Asymptotics II: Models with Known Moment Generating Functions
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- 14 July 2016, pp. 16-32
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Optimal Buy/Sell Rules for Correlated Random Walks
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- 14 July 2016, pp. 33-44
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Law of Large Numbers for Dynamic Bargaining Markets
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- 14 July 2016, pp. 45-54
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Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks
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- 14 July 2016, pp. 55-66
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The Pareto Copula, Aggregation of Risks, and the Emperor's Socks
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- 14 July 2016, pp. 67-84
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Sums of Dependent Nonnegative Random Variables with Subexponential Tails
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- 14 July 2016, pp. 85-94
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Probabilistic Investigations on the Explosion of Solutions of the KAC Equation with Infinite Energy Initial Distribution
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- 14 July 2016, pp. 95-106
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The Large Deviation Principle for the On-Off Weibull Sojourn Process
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- 14 July 2016, pp. 107-117
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Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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- 14 July 2016, pp. 118-134
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Evaluating Scale Functions of Spectrally Negative Lévy Processes
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- 14 July 2016, pp. 135-149
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On the Structure and Estimation of Reflection Positive Processes
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- 14 July 2016, pp. 150-162
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Transient Moments of the TCP Window Size Process
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- 14 July 2016, pp. 163-175
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The Limit Behavior of Dual Markov Branching Processes
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- 14 July 2016, pp. 176-189
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Reduced Branching Processes with Very Heavy Tails
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- 14 July 2016, pp. 190-200
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Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps
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- 14 July 2016, pp. 201-210
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Markov Chains with Hybrid Repeating Rows - Upper-Hessenberg, Quasi-Toeplitz Structure of the Block Transition Probability Matrix
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- 14 July 2016, pp. 211-225
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Pattern Markov Chains: Optimal Markov Chain Embedding Through Deterministic Finite Automata
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- 14 July 2016, pp. 226-243
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Beat the Mean: Sequential Selection by Better Than Average Rules
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- 14 July 2016, pp. 244-259
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Continuous Mixtures with Bathtub-Shaped Failure Rates
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- 14 July 2016, pp. 260-270
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