Publishing house / Journals and Serials / Applicationes Mathematicae / All issues

Contents of Number 2

  Volume 30 / 2003

• Dependent defaults and credit migrations Tomasz R. Bielecki, Marek Rutkowski Applicationes Mathematicae 30 (2003) , 121-145 MSC: 60J27, 91B70. DOI: 10.4064/am30-2-1
  More info Free download under CC-BY license
• Hedging in complete markets driven by normal martingales Youssef El-Khatib, Nicolas Privault Applicationes Mathematicae 30 (2003) , 147-172 MSC: 91B24, 91B26, 91B28, 60H05, 60H07. DOI: 10.4064/am30-2-2
  More info Free download under CC-BY license
• Asymptotics of riskless profit under selling of discrete time call options A. V. Nagaev, S. A. Nagaev Applicationes Mathematicae 30 (2003) , 173-191 MSC: Primary 62P05; Secondary 60F17, 60G50. DOI: 10.4064/am30-2-3
  More info Free download under CC-BY license
• Quantile hedging on markets with proportional transaction costs Michał Baran Applicationes Mathematicae 30 (2003) , 193-208 MSC: 60G42, 91B28, 91B24, 91B30. GEL Classification Numbers: G11, G13. DOI: 10.4064/am30-2-4
  More info Free download under CC-BY license
• Risk minimization in the model with transaction costs Michał Motoczyński Applicationes Mathematicae 30 (2003) , 209-216 MSC: 90A12, 90A09, 93E20. DOI: 10.4064/am30-2-5
  More info Free download under CC-BY license
• A geometric point of view on mean-variance models Piotr Jaworski Applicationes Mathematicae 30 (2003) , 217-241 MSC: Primary 91B28; Secondary 58K30, 14P99, 90C20. DOI: 10.4064/am30-2-6
  More info Free download under CC-BY license
• An equilibrium model for electricity auctions Juri Hinz Applicationes Mathematicae 30 (2003) , 243-249 MSC: 91B26, 91B52, 91B70. DOI: 10.4064/am30-2-7
  More info Free download under CC-BY license