1k citations
- A. Sopczak2 profiles61 · h 83
- B. Åsman9 profiles60 · h 98
- L. Mundim2 profiles58 · h 124
- M. Begalli5 profiles58 · h 68
- M. Besançon2 profiles58 · h 132
- Y. Arnoud2 profiles58 · h 42
- D. Wicke5 profiles57 · h 64
- P. Verdier2 profiles57 · h 114
- P. Jonsson5 profiles54 · h 54
- D. Schaile7 profiles49 · h 87
- A. Meyer3 profiles43 · h 142
- C. Bélanger-Champagne2 profiles43 · h 92
- Stockholm UniversitySE67 papers
- Joint Institute for Nuclear ResearchRU66 papers
- Centre National de la Recherche ScientifiqueFR65 papers
- University of WuppertalDE62 papers
- Iowa State UniversityUS61 papers
- Lund UniversitySE61 papers
- Charles UniversityCZ60 papers
- Lancaster UniversityGB60 papers
- Lyon 1 UniversitéFR59 papers
- Universidade do Estado do Rio de JaneiroBR59 papers
- Sorbonne UniversitéFR57 papers
- FZU ‒ Institute of Physics of the Academy of Sciences of the Czech RepublicCZ56 papers
4 papers · 2 filters
Bubbles, convexity and the Black--Scholes equation
Erik Ekström, Johan Tysk
A bubble is characterized by the presence of an underlying asset whose discounted price process is a strict local martingale under the pricing measure. In such markets, many standa…
A functional combinatorial central limit theorem
A. D. Barbour, Svante Janson
The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be…
A counter-intuitive correlation in a random tournament
Sven Erick Alm, Svante Linusson
Consider a randomly oriented graph and let , and be three distinct vertices in . We study the correlation between the events and .…
Cesáro summation for random fields
Allan Gut, Ulrich Stadtmueller
Various methods of summation for divergent series of real numbers have been generalized to analogous results for sums of iid random variables. The natural extension of results corr…