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Author Index, 1994, Volume 39
L. de Haan
A unified criterion for the domain of attraction of extreme-value distributions
Teor. Veroyatnost. i Primenen., 1994, Volume 39:2, 415–422
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G. B. Di Masi, Yu. M. Kabanov, W. J. Runggaldier
Mean-variance Hedging of options on stocks with Markov volatilities
Teor. Veroyatnost. i Primenen., 1994, Volume 39:1, 211–222
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N. G. Dokuchaev
Distributions of Itô processes: estimates for the density and for conditional expectations of integral functionals
Teor. Veroyatnost. i Primenen., 1994, Volume 39:4, 825–833
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I. A. Dzhvarsheishvili
On amarts with continuous time
Teor. Veroyatnost. i Primenen., 1994, Volume 39:3, 627–635
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