Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes Anna GerardiPaola Tardelli OriginalPaper 18 July 2009 Pages: 233 - 255
Semiorthogonal Multiresolution Analysis Frames in Higher Dimensions Xiaojiang Yu OriginalPaper 15 August 2009 Pages: 257 - 286
On the Rational Recursive Sequence \(x_{n+1}=Ax_{n}+Bx_{n-k}+\frac{\beta x_{n}+\gamma x_{n-k}}{Cx_{n}+Dx_{n-k}}\) E. M. E. ZayedM. A. El-Moneam OriginalPaper 13 August 2009 Pages: 287 - 301
Existence Results for Impulsive Neutral Stochastic Functional Integro-Differential Equations with Infinite Delays Lanying HuYong Ren OriginalPaper 15 September 2009 Pages: 303 - 317
Essential Spectra, Matrix Operator and Applications Salma CharfiAref JeribiInes Walha OriginalPaper 25 September 2009 Pages: 319 - 337
Controllability and Hedgibility of Black-Scholes Equations with N Stocks K. SakthivelJ.-H. Kim OriginalPaper 19 September 2009 Pages: 339 - 363
Erratum to: Controllability and Hedgibility of Black-Scholes Equations with N Stocks K. SakthivelJ.-H. Kim Erratum 19 June 2010 Pages: 365 - 365