317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Finanzmarktstatistik, 2006, 151  crossref
  2. OLEG KUDRYAVTSEV, SERGEI LEVENDORSKIǏ, “PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES”, Int. J. Theor. Appl. Finan., 09, no. 06, 2006, 915  crossref
  3. M. A. Abdullin, S. V. Meleshko, F. S. Nasyrov, “A new approach to the group analysis of one-dimensional stochastic differential equations”, J Appl Mech Tech Phy, 55, no. 2, 2014, 191  crossref
  4. A. V. Chertok, V. Yu. Korolev, A. Yu. Korchagin, “Modeling High-Frequency Non-Homogeneous Order Flows by Compound Cox Processes*”, J Math Sci, 214, no. 1, 2016, 44  crossref
  5. Andrei Khrennikov, “Quantum Randomness as a Result of Random Fluctuations at the Planck Time Scale?”, Int J Theor Phys, 47, no. 1, 2008, 114  crossref
  6. Ole E. Barndorff‐Nielsen, Neil Shephard, “Estimating quadratic variation using realized variance”, J of Applied Econometrics, 17, no. 5, 2002, 457  crossref
  7. Bryan Ellickson, Benjamin Hood, Tin Shing Liu, Duke Whang, Peilan Zhou, “Stocks in the Short Run”, SSRN Journal, 2011  crossref
  8. PETER CARR, “SEMI-STATIC HEDGING OF BARRIER OPTIONS UNDER POISSON JUMPS”, Int. J. Theor. Appl. Finan., 14, no. 07, 2011, 1091  crossref
  9. Hans U. Gerber, Elias S.W. Shiu, “Pricing Perpetual Fund Protection with Withdrawal Option”, North American Actuarial Journal, 7, no. 2, 2003, 60  crossref
  10. A. A. Novikov, N. E. Kordzakhia, “Lower and upper bounds for prices of Asian-type options”, Proc. Steklov Inst. Math., 287, no. 1, 2014, 225  crossref
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