Contents of Number 1
Volume 45 / 2018
-
A simple proof of the martingale property in a semi-log-normal stochastic volatility model Applicationes Mathematicae 45 (2018) , 1-4 MSC: 91B25, 60H30, 91G80. DOI: 10.4064/am2356-11-2017
-
The least squares method for option pricing revisited Applicationes Mathematicae 45 (2018) , 5-29 MSC: Primary 91G20, 91G60, 93E24; Secondary 60G40, 62J02. DOI: 10.4064/am2354-2-2018
-
Application of copulas in the proof of the almost sure central limit theorem for the $k$th largest maxima of some random variables Applicationes Mathematicae 45 (2018) , 31-51 MSC: 60F15, 60F05, 60E05. DOI: 10.4064/am2340-10-2017
-
Confidence interval for the weighted sum of two binomial proportions Applicationes Mathematicae 45 (2018) , 53-60 MSC: Primary 62F25. DOI: 10.4064/am2349-12-2017
-
Adaptive decomposition of band-limited signals using the Fourier transform band-pass filter Applicationes Mathematicae 45 (2018) , 61-70 MSC: Primary 42C15. DOI: 10.4064/am2291-11-2017
-
On certain integral operators associated with Hermite and Laguerre polynomials Applicationes Mathematicae 45 (2018) , 71-90 MSC: Primary 42C05; Secondary 62G07, 33C45. DOI: 10.4064/am2334-9-2017
-
Expanding the applicability of a fifth-order convergent method in a Banach space under weak conditions Applicationes Mathematicae 45 (2018) , 91-101 MSC: 65G99, 65H10, 47J25, 47J05. DOI: 10.4064/am2303-11-2016
-
Analysis and numerical approximation of a dynamic contact problem with friction and adhesion Applicationes Mathematicae 45 (2018) , 103-127 MSC: 47J20, 65M60, 74M10, 74M15. DOI: 10.4064/am2323-6-2017
-
Analysis of a frictional contact problem with wear and damage between two thermo-viscoelastic bodies Applicationes Mathematicae 45 (2018) , 129-150 MSC: Primary 74F05; Secondary 74M10, 74G25, 49J40, 74M15, 74R20. DOI: 10.4064/am2330-11-2017