317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Paolo Vanini, Luigi Vignola, “Optimal Decision-Making with Time Diversification”, SSRN Journal, 2002  crossref
  2. Yuri Kifer, “Error estimates for binomial approximations of game options”, Ann. Appl. Probab., 16, no. 4, 2006  crossref
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  5. FRED ESPEN BENTH, RODWELL KUFAKUNESU, “PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS”, Int. J. Theor. Appl. Finan., 12, no. 04, 2009, 491  crossref
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  7. Pavel V. Gapeev, “Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes”, Methodol Comput Appl Probab, 24, no. 2, 2022, 749  crossref
  8. Raoul Pietersz, “PDE Pricing for BGM”, SSRN Journal, 2002  crossref
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