Applicationes mathematicae

• 

  Año 2018, Vol. 45, Número 1

  • A simple proof of the martingale property in a semi-log-normal stochastic volatility model

    Jacek Jakubowski, Maciej Wiśniewolski

    págs. 1-4

    

  • The least squares method for option pricing revisited

    Maciej Klimek, Marcin Pitera

    págs. 5-29

    

  • Application of copulas in the proof of the almost sure central limit theorem for the kth largest maxima of some random variables

    Marcin Dudzinski, Konrad Furmańczyk

    págs. 31-51

    

  • Confidence interval for the weighted sum of two binomial proportions

    Wojciech Zieliński

    págs. 53-60

    

  • Adaptive decomposition of band-limited signals using the Fourier transform band-pass filter

    Waldemar Popiński

    págs. 61-70

    

  • On certain integral operators associated with Hermite and Laguerre polynomials

    Mirosław Pawlak, Ulrich Stadtmüller

    págs. 71-90

    

  • Expanding the applicability of a fifth-order convergent method in a Banach space under weak conditions

    Ioannis K. Argyros, Ramandeep Behl, S. S. Motsa

    págs. 91-101

    

  • Analysis and numerical approximation of a dynamic contact problem with friction and adhesion

    Abderrezak Kasri, Arezki Touzaline

    págs. 103-127

    

  • Analysis of a frictional contact problem with wear and damage between two thermo-viscoelastic bodies

    Ilyas Boukaroura, Seddik Djabi

    págs. 129-150