315 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009  crossref
  2. V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin, E. V. Kossova, A. I. Zeifman, “A Note on Functional Limit Theorems for Compound Cox Processes*”, J Math Sci, 218, no. 2, 2016, 182  crossref
  3. Victor Gorelik, Tatiana Zolotova, 12422, Optimization and Applications, 2020, 122  crossref
  4. Dilip B. Madan, Wim Schoutens, “Self‐similarity in long‐horizon returns”, Mathematical Finance, 30, no. 4, 2020, 1368  crossref
  5. Yan Dolinsky, “Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model”, Journal of Applied Probability, 47, no. 4, 2010, 997  crossref
  6. V. I. Piterbarg, I. V. Rodionov, “High Excursions of Bessel Process and Other Processes of Bessel Type”, Dokl. Math., 100, no. 1, 2019, 346  crossref
  7. Christophette Blanchet-Scalliet, Monique Jeanblanc, From Probability to Finance, 2020, 71  crossref
  8. Yuri Kifer, “Error estimates for binomial approximations of game options”, Ann. Appl. Probab., 16, no. 2, 2006  crossref
  9. Mykhailo Fryz, Leonid Scherbak, 2011 MICROWAVES, RADAR AND REMOTE SENSING SYMPOSIUM, 2011, 367  crossref
  10. José Manuel Corcuera, David Nualart, Jeannette H.C. Woerner, “Power variation of some integral fractional processes”, Bernoulli, 12, no. 4, 2006  crossref
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