Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models Archil GulisashviliElias M. Stein OriginalPaper 06 August 2009 Pages: 287 - 315
Semi-Markov Control Processes with Unknown Holding Times Distribution Under an Average Cost Criterion Fernando Luque-VásquezJ. Adolfo Minjárez-SosaLuz del Carmen Rosas-Rosas OriginalPaper 04 September 2009 Pages: 317 - 336
Necessary Optimality Conditions for Some Control Problems of Elliptic Equations with Venttsel Boundary Conditions Yousong Luo OriginalPaper 15 September 2009 Pages: 337 - 351
Deterministic Minimax Impulse Control Naïma El FarouqGuy BarlesPierre Bernhard OriginalPaper 24 October 2009 Pages: 353 - 378
Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations Igor ChueshovAnnie Millet OriginalPaper 05 November 2009 Pages: 379 - 420
Two Characterizations of Optimality in Dynamic Programming Ioannis KaratzasWilliam D. Sudderth OriginalPaper 19 November 2009 Pages: 421 - 434