Volume 13(29), no. 4, 2007

Table of contents
PREFACE
Full version
MARYNA ANDROSHCHUK, YULIYA MISHURA
ANOTHER APPROACH TO THE PROBLEM OF THE RUIN PROBABILITY ESTIMATE FOR RISK PROCESS WITH INVESTMENTS
Abstract Full version
OLEKSANDR D. BORYSENKO AND OLGA V. BORYSENKO
LIMIT BEHAVIOR OF AUTONOMOUS RANDOM OSCILLATING SYSTEM OF THIRD ORDER
Abstract Full version
MYROSLAV DROZDENKO
WEAK CONVERGENCE OF FIRST-RARE-EVENT TIMES FOR SEMI-MARKOV PROCESSES
Abstract Full version
OLEXANDRA KAMENSCHYKOVA
APPROXIMATION OF RANDOM PROCESSES IN THE SPACE L2([0, T])
Abstract Full version
ALEXANDER KUKUSH, ANDRII MALENKO, AND HANS SCHNEEWEISS
COMPARING THE EFFICIENCY OF ESTIMATES IN CONCRETE ERRORS-IN-VARIABLES MODELS UNDER UNKNOWN NUISANCE PARAMETERS
Abstract Full version
ALEXANDER KUKUSH AND MYKHAILO PUPASHENKO
BOUNDS FOR A SUM OF RANDOM VARIABLES UNDER A MIXTURE OF NORMALS
Abstract Full version
ROBIN LUNDGREN
STRUCTURE OF OPTIMAL STOPPING DOMAINS FOR AMERICAN OPTIONS WITH KNOCK OUT DOMAINS
Abstract Full version
KATERYNA MISHCHENKO, VOLODYMYR MISHCHENKO AND ANATOLIY MALYARENKO
ADAPTED DOWNHILL SIMPLEX METHOD FOR PRICING CONVERTIBLE BONDS
Abstract Full version
MIKHAIL MOKLYACHUK
PREDICTION PROBLEM FOR RANDOM FIELDS ON GROUPS
Abstract Full version
OLEKSANDR MOKLYACHUK
SIMULATION OF RANDOM PROCESSES WITH KNOWN CORRELATION FUNCTION WITH THE HELP OF KARHUNEN-LOEVE DECOMPOSITION
Abstract Full version
MIKHAIL MOKLYACHUK, ROSTYSLAV YAMNENKO AND OLEKSANDR BORYSENKO
SYSTEMS OF FINANCIAL ANALYSTS TRAINING
Abstract Full version
OLEKSANDER PONOMARENKO AND YURIY PERUN
SPECTRAL ANALYSIS OF MULTIVARIATE STATIONARY RANDOM FUNCTIONS ON SOME MASSIVE GROUPS
Abstract Full version
DMITRII S. SILVESTROV
ASYMPTOTIC EXPANSIONS FOR DISTRIBUTIONS OF THE SURPLUS PRIOR AND AT THE TIME OF RUIN
Abstract Full version
D. SILVESTROV, H. J├ľNSSON, AND F. STENBERG
CONVERGENCE OF OPTION REWARDS FOR MARKOV TYPE PRICE PROCESSES
Abstract Full version
DMITRII SILVESTROV AND ANATOLIY MALYARENKO
THE ANALYTICAL FINANCE PACKAGE
Abstract Full version
TETYANA YAKOVENKO
STATIONARY PROCESSES IN FUNCTIONAL SPACES Lq( R )
Abstract Full version
ROSTYSLAV YAMNENKO AND OLGA VASYLYK
RANDOM PROCESS FROM THE CLASS V<φ,ψ>: EXCEEDING A CURVE
Abstract Full version
NADIIA ZINCHENKO
STRONG INVARIANCE PRINCIPLE FOR RENEWAL AND RANDOMLY STOPPED PROCESSES
Abstract Full version
VLADIMIR ZUBCHENKO
LONG-TERM RETURNS IN STOCHASTIC INTEREST RATE MODELS
Abstract Full version