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Issue Title
 
Vol 2, No 1 (2015) Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model Abstract  PDF
Kostiantyn Ralchenko
 
Vol 2, No 3 (2015): PRESTO-2015 Convergence of hitting times for jump-diffusion processes Abstract  PDF
Georgiy Shevchenko
 
Vol 3, No 3 (2016) Stochastic wave equation in a plane driven by spatial stable noise Abstract  PDF
Larysa Pryhara, Georgiy Shevchenko
 
Vol 3, No 4 (2016) Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility Abstract  PDF
Meriem Bel Hadj Khlifa, Yuliya Mishura, Kostiantyn Ralchenko, Mounir Zili
 
Articles to Appear in Subsequent Issues Cliquet option pricing with Meixner processes Abstract  PDF
Markus Hess
 
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