315 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Feng Xu, Shengwu Zhou, “Pricing of Perpetual American Put Option with Sub-Mixed Fractional Brownian Motion”, FCAA, 22, no. 4, 2019, 1145  crossref
  2. M. Vahabi, G. R. Jafari, “Rotation algorithm: Generation of Gaussian self-similar stochastic processes”, Phys. Rev. E, 86, no. 6, 2012, 066704  crossref
  3. Rüdiger U. Seydel, Tools for Computational Finance, 2017, 353  crossref
  4. Piotr Nowak, Maciej Romaniuk, “Valuing catastrophe bonds involving correlation and CIR interest rate model”, Comp. Appl. Math., 37, no. 1, 2018, 365  crossref
  5. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes”, Bernoulli, 19, no. 3, 2013  crossref
  6. Pavel V. Gapeev, Libo Li, “Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information”, SIAM J. Finan. Math., 13, no. 3, 2022, 773  crossref
  7. Karen Grigorian, Robert A. Jarrow, “Filtration Reduction and Incomplete Markets”, SSRN Journal, 2023  crossref
  8. Igor Vladimirov, Bevan Thompson, “A scalarization technique for computing the power and exponentialmoments of Gaussian random matrices”, International Journal of Stochastic Analysis, 2006, no. 1, 2006, 042542  crossref
  9. Robert A. Jarrow, Karen Grigorian, “No Arbitrage for a Special Class of Filtration Expansions”, SSRN Journal, 2024  crossref
  10. Pavel V. Gapeev, “Discounted nonzero-sum optimal stopping games under Poisson random intervention times”, Stochastics, 2024, 1  crossref
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