Volume 7, Number 3 (2013)
Article
Stein's method for Brownian approximations
L Coutin and L Decreusefond
A Clark-Ocone type formula under change of measure for Lévy processes with L^2-Lévy measure
Ryoichi Suzuki
Positive Harris recurrence of the CIR process and its applications
Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, and Chiraz Trabelsi
Identities and inequalities for CDO tranche sensitivities
Claas Becker and Ambar N Sengupta
Itô formula and Girsanov theorem for anticipating stochastic integrals
Hui-Hsiung Kuo, Yun Peng, and Benedykt Szozda