Alghalith, Moawia A note on a new approach to both price and volatility jumps: an application to the portfolio model. (English) Zbl 1373.60142 ANZIAM J. 58, No. 2, 182-186 (2016). MSC: 60J75 PDFBibTeX XMLCite \textit{M. Alghalith}, ANZIAM J. 58, No. 2, 182--186 (2016; Zbl 1373.60142) Full Text: DOI
Lai, Yongzeng; Yao, Haixiang Simulation of multi-asset option Greeks under a special Lévy model by Malliavin calculus. (English) Zbl 1373.60096 ANZIAM J. 57, No. 3, 280-298 (2016). MSC: 60H07 60G51 65C05 PDFBibTeX XMLCite \textit{Y. Lai} and \textit{H. Yao}, ANZIAM J. 57, No. 3, 280--298 (2016; Zbl 1373.60096) Full Text: DOI
Hou, Zhenting; Dong, Hailing; Shi, Peng Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching. (English) Zbl 1142.60057 ANZIAM J. 49, No. 2, 231-241 (2007). MSC: 60K15 60K20 PDFBibTeX XMLCite \textit{Z. Hou} et al., ANZIAM J. 49, No. 2, 231--241 (2007; Zbl 1142.60057) Full Text: DOI
Hou, Zhenting; Luo, Jiaowan; Shi, Peng Stochastic stability of linear systems with semi-Markovian jump parameters. (English) Zbl 1140.93493 ANZIAM J. 46, No. 3, 331-340 (2005). MSC: 93E15 60J75 PDFBibTeX XMLCite \textit{Z. Hou} et al., ANZIAM J. 46, No. 3, 331--340 (2005; Zbl 1140.93493) Full Text: DOI
Yang, H.; Yin, G.; Yin, K.; Zhang, Q. Control of singularly perturbed Markov chains: A numerical study. (English) Zbl 1054.93055 ANZIAM J. 45, No. 1, 49-74 (2003). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 93E20 PDFBibTeX XMLCite \textit{H. Yang} et al., ANZIAM J. 45, No. 1, 49--74 (2003; Zbl 1054.93055) Full Text: DOI