Journal of Stochastic Analysis
Article
The Value of Information under Partial Information for Exponential Utility
Farai Julius Mhlanga and Mbakisi Dube
Continuous Dependence on the Coefficients for Mean-Field Fractional Stochastic Delay Evolution Equations
Brahim Boufoussi and Salah Hajji
General Product Formula of Multiple Integrals of Lévy Process
Nishant Agrawal, Yaozhong Hu, and Neha Sharma
Nonparametric Recursive Method for Kernel-Type Function Estimators for Censored Data
Salim Bouzebda and Yousri Slaoui
On an Asset Model of Hobson-Rogers Type
Narn-Rueih Shieh
Exchangeably Weighted Bootstraps of Martingale Difference Arrays under the Uniformly Integrable Entropy
Salim Bouzebda and Nikolaos Limnios
Weather Derivatives and the Market Price of Risk
Julius Esunge and James J. Njong