Vadim I. Arkin, Alexander D. Slastnikov, From Stochastic Calculus to Mathematical Finance, 2006, 17
Olga Choustova, “Toward quantum-like modeling of financial processes”, J. Phys.: Conf. Ser., 70, 2007, 012006
Jason S. Anquandah, Leonid V. Bogachev, “Optimal Stopping and Utility in a Simple Modelof Unemployment Insurance”, Risks, 7, no. 3, 2019, 94
Ilya Molchanov, Michael Schmutz, Inspired by Finance, 2014, 439
Dilip B. Madan, Yazid Sharaiha, “Machine Learning Based Trading Strategies”, SSRN Journal, 2019
S. G. Haliullin, “On a Statistical Criterion for the Heterogeneity of Second-Order Moments”, Russ Math., 66, no. 8, 2022, 76
Victor Gorelik, Tatiana Zolotova, “Total Problem of Constructing Linear Regression Using Matrix Correction Methods with Minimax Criterion”, Mathematics, 11, no. 3, 2023, 546
Ernesto Mordecki, Alejandro Pena, Andrés Sosa, “Exchange credit risk: Measurement and implications on the stability of partially dollarized financial systems”, RGC, 3, no. 2, 2013, 58
Mohamed Abdelghani, Alexander Melnikov, “Criteria for what makes a local optional martingale a true martingale”, Stochastics, 2024, 1
Estate Khmaladze, Eka Shinjikashvili, “Calculation of noncrossing probabilities for Poisson processes and its corollaries”, Advances in Applied Probability, 33, no. 3, 2001, 702