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7.486  Articles
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A distribution with finite mean and infinite variance behaves different from a distributionwith finite mean and variance. The central limit theorem assumes distributions with finite mean andvariance.

A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we willanalyze the possible difference... see more

We consider a stochastic optimal control problem for one-dimensional diffusion processes with random infinitesimal mean and variance that depend on a continuoustime Markov chain. The process is controlled until it reaches either end of an interval. The ai... see more

Problems of documentation in archaeologyWhen documentation is spoken of in connection with archaeology, it is usually in the sense of the presentation of proof for the interpretation of observations made during excavation or during the study of artefacts,... see more

In this paper, we discuss a generalized dependence measure which is designed to measure dependence of two symmetric α-stable random variables with finite mean(1<α<=2) and contains the covariance function as the special case (when &a... see more

Anxiety is the main manifestation of stress in competitive sport. This study evaluates anxiety control in school-age sport, according to gender, age, type of sport (individual / team) and sports modality. The research follows a descriptive quantitative me... see more

Problems of documentation in archaeologyWhen documentation is spoken of in connection with archaeology, it is usually in the sense of the presentation of proof for the interpretation of observations made during excavation or during the study of artefacts,... see more

Mixtures of measures or distributions occur frequently in the theory and applications of probability and statistics. In the simplest case it may, for example, be reasonable to assume that one is dealing with the mixture in given proportions of a finite nu... see more

Extreme values can cause considerable damage in several sectors and especiallyin finance. In this article, we are interested in estimating some risk measuresfor the series of the EURO exchange rate against the DZD (Algerian dinar)using the lévy-stable dis... see more

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