317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, Journal of Applied Probability, 51, no. 3, 2014, 799  crossref
  2. Giulia Di Nunno, Kęstutis Kubilius, Yuliya Mishura, Anton Yurchenko-Tytarenko, “From Constant to Rough: A Survey of Continuous Volatility Modeling”, Mathematics, 11, no. 19, 2023, 4201  crossref
  3. Jérôme Pansera, ““Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003”, North American Actuarial Journal, 7, no. 2, 2003, 82  crossref
  4. Statistical Methods with Applications to Demography and Life Insurance, 2013, 181  crossref
  5. Michał Barski, Jerzy Zabczyk, Mathematics of the Bond Market: A Lévy Processes Approach, 2020  crossref
  6. Roman V. Ivanov, “RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing”, Finance Stoch, 19, no. 4, 2015, 979  crossref
  7. Souhir Masmoudi, Hela Namouri, Financial Risk Management and Modeling, 2021, 235  crossref
  8. Ya-Chun Huang, Elias S. W. Shiu, ““Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000”, North American Actuarial Journal, 5, no. 1, 2001, 153  crossref
  9. R. V. Ivanov, “Discrete Approximation of Finite-Horizon American-Style Options”, Lith Math J, 45, no. 4, 2005, 424  crossref
  10. Giulia di Nunno, Michele Giordano, “Stochastic Volterra equations with time-changed Lévy noise and maximum principles”, Ann Oper Res, 2023  crossref
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