1. Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process

   • Julien Chiquet
   • Nikolaos Limnios

   OriginalPaper 01 December 2006 Pages: 431 - 447

2. Quasi-stationary Distributions for a Class of Discrete-time Markov Chains

   • Pauline Coolen-Schrijner
   • Erik A. van Doorn

   OriginalPaper 01 December 2006 Pages: 449 - 465

3. Refined Large Deviation Asymptotics for the Classical Occupancy Problem

   • Paul Dupuis
   • Jim (Xiao) Zhang
   • Philip Whiting

   OriginalPaper 01 December 2006 Pages: 467 - 496

4. Passage Times in Fluid Models with Application to Risk Processes

   • V. Ramaswami

   OriginalPaper 01 December 2006 Pages: 497 - 515

5. Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach

   • Christophe Barrera-Esteve
   • Florent Bergeret
   • Damien Reboul-Salze

   OriginalPaper 01 December 2006 Pages: 517 - 540

6. Additive Positive Stable Frailty Models

   • Madhuja Mallick
   • Nalini Ravishanker

   OriginalPaper 01 December 2006 Pages: 541 - 558

7. Estimation for the Simple Linear Boolean Model

   • Catherine M. Crespi
   • Kenneth Lange

   OriginalPaper 01 December 2006 Pages: 559 - 571