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Volume 1 / 1983 - Volume 117 / 2012
233-255
Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes
Anna Gerardi and Paola Tardelli
257-286
Semiorthogonal Multiresolution Analysis Frames in Higher Dimensions
Xiaojiang Yu
287-301
On the Rational Recursive Sequence xn+1=Axn+Bxn-k+\fracbxn+gxn-kCxn+Dxn-kx_{n+1}=Ax_{n}+Bx_{n-k}+\frac{\beta x_{n}+\gamma x_{n-k}}{Cx_{n}+Dx_{n-k}}
E. M. E. Zayed and M. A. El-Moneam
303-317
Existence Results for Impulsive Neutral Stochastic Functional Integro-Differential Equations with Infinite Delays
Lanying Hu and Yong Ren
319-337
Essential Spectra, Matrix Operator and Applications
Salma Charfi, Aref Jeribi and Ines Walha
339-363
Controllability and Hedgibility of Black-Scholes Equations with N Stocks
K. Sakthivel and J.-H. Kim
365
Erratum
Erratum to: Controllability and Hedgibility of Black-Scholes Equations with N Stocks
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