Nathalie Eisenbaum, Encyclopedia of Quantitative Finance, 2010
ERNST EBERLEIN, WOLFGANG KLUGE, ANTONIS PAPAPANTOLEON, “SYMMETRIES IN LÉVY TERM STRUCTURE MODELS”, Int. J. Theor. Appl. Finan., 09, no. 06, 2006, 967
Randall Martyr, “Solving finite time horizon Dynkin games by optimal switching”, J. Appl. Probab., 53, no. 4, 2016, 957
Wenyuan Wang, Xiang Yu, Xiaowen Zhou, “On Optimality of Barrier Dividend Control Under Endogenous Regime Switching with Application to Chapter 11 Bankruptcy”, Appl Math Optim, 89, no. 1, 2024, 13
P. A. Yaskov, “On the law of large numbers for martingales”, Proc. Steklov Inst. Math., 287, no. 1, 2014, 289
Martin Herdegen, Sebastian Herrmann, “A Class of Strict Local Martingales”, SSRN Journal, 2014
Mátyás Barczy, Gyula Pap, Tamás T. Szabó, “Parameter estimation for the subcritical Heston model based on discrete time observations”, Acta Sci. Math., 82, no. 1-2, 2016, 313
Jingzhen Liu, Ka Fai Cedric Yiu, Alain Bensoussan, “Ergodic control for a mean reverting inventory model”, Journal of Industrial & Management Optimization, 14, no. 3, 2018, 857
Jing Li, Lingfei Li, Rafael Mendoza-Arriaga, “Additive Subordination and Its Applications in Finance”, SSRN Journal, 2015
Gianmarco Bet, Remco van der Hofstad, Johan S. H. van Leeuwaarden, “Heavy-Traffic Analysis Through Uniform Acceleration of Queues with Diminishing Populations”, Mathematics of OR, 44, no. 3, 2019, 821