Lingfei Li, Rafael Mendoza-Arriaga, Zhiyu Mo, Daniel Mitchell, “Modelling Electricity Prices: A Time Change Approach”, SSRN Journal, 2015
Xue-Mei Li, Michael Scheutzow, “Lack of strong completeness for stochastic flows”, Ann. Probab., 39, no. 4, 2011
Mathieu Rosenbaum, Peter Tankov, “Asymptotically optimal discretization of hedging strategies with jumps”, Ann. Appl. Probab., 24, no. 3, 2014
Cecilia Mancini, Vanessa Mattiussi, Roberto Renò, “Spot volatility estimation using delta sequences”, Finance Stoch, 19, no. 2, 2015, 261
Zhenjie Ren, Xiaolu Tan, Nizar Touzi, Junjian Yang, “Entropic Optimal Planning for Path-Dependent Mean Field Games”, SIAM J. Control Optim., 61, no. 3, 2023, 1415
Johannes Muhle‐Karbe, Zexin Wang, Kevin Webster, “A Leland model for delta hedging in central risk books”, Mathematical Finance, 33, no. 3, 2023, 504
Vitalii Konarovskyi, “Coalescing-fragmentating Wasserstein dynamics: Particle approach”, Ann. Inst. H. Poincaré Probab. Statist., 59, no. 2, 2023
Jia Li, Yunxiao Liu, “EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS”, Econom. Theory, 37, no. 4, 2021, 664
Victor Bogdanskii, Ilya Pavlyukevich, Andrey Pilipenko, “Limit behaviour of random walks on ℤmwith two-sided membrane”, ESAIM: PS, 26, 2022, 352
T Choulli, Junfeng Ma, “Явное описание функций полезности типа HARA и отвечающих им оптимальных портфелей”, Теория вероятностей и ее применения, 61, no. 1, 2016, 69