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Stochastic Analysis and Applications, Volume 27 Issue 5 2009

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model
Fred Espen Benth; Martin Groth
Pages 875 – 896
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A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps
Yu-Ting Chen; Yuan-Chung Sheu
Pages 897 – 910
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p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching
Zaiming Liu; Jun Peng
Pages 911 – 923
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Approximations for Solutions of Lévy-Type Stochastic Differential Equations
Michał Baran
Pages 924 – 961
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Stratonovich Calculus with Respect to Fractional Brownian Sheet
Yoon Tae Kim; Hyun Suk Park
Pages 962 – 983
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Continuity of the Explosion Time in Stochastic Differential Equations
Julian Fernández Bonder;  Pablo Groisman; Julio D. Rossi
Pages 984 – 999
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Precise Large Deviations for the Actual Aggregate Loss Process
Xin-Mei Shen;  Zheng-Yan Lin; Yi Zhang
Pages 1000 – 1013
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Random Measures and Applications
M. M. Rao
Pages 1014 – 1076
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Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets
S. Albeverio;  V. Steblovskaya; K. Wallbaum
Pages 1077 – 1095
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Random Dynamics of the Boussinesq System with Dynamical Boundary Conditions
Peter Brune;  Jinqiao Duan; Björn Schmalfuß
Pages 1096 – 1116
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