317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. F. Strozzi, E. Gutiérrez, C. Noè, T. Rossi, M. Serati, J.M. Zaldívar, “Measuring volatility in the Nordic spot electricity market using Recurrence Quantification Analysis”, Eur. Phys. J. Spec. Top., 164, no. 1, 2008, 105  crossref
  2. Ivo Doležel, Ryszard Szupiluk, Tomasz Ząbkowski, “EGLD system for noise identification in ensemble predictors”, COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering, 33, no. 6, 2014, 2006  crossref
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  4. Andrei Khrennikov, Decision Theory and Choices: a Complexity Approach, 2010, 183  crossref
  5. Maria do Rosário Grossinho, A Portrait of State-of-the-Art Research at the Technical University of Lisbon, 2007, 89  crossref
  6. Tsvetelin S. Zaevski, “American strangle options with arbitrary strikes”, Journal of Futures Markets, 43, no. 7, 2023, 880  crossref
  7. PETER CARR, HONGZHONG ZHANG, OLYMPIA HADJILIADIS, “MAXIMUM DRAWDOWN INSURANCE”, Int. J. Theor. Appl. Finan., 14, no. 08, 2011, 1195  crossref
  8. Elena Daniliuk, 564, Information Technologies and Mathematical Modelling - Queueing Theory and Applications, 2015, 304  crossref
  9. Svetlana Boyarchenko, Sergei Levendorskiǐ, “PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME*”, Int Economic Review, 48, no. 1, 2007, 311  crossref
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