317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Serena Tiong, “Valuing Equity-Indexed Annuities”, North American Actuarial Journal, 4, no. 4, 2000, 149  crossref
  2. M. Zähle, “Stochastic differential equations with fractal noise”, Mathematische Nachrichten, 278, no. 9, 2005, 1097  crossref
  3. R. Frankland, A. D. Smith, T. Wilkins, E. Varnell, A. Holtham, E. Biffis, S. Eshun, D. Dullaway, “Modelling Extreme Market Events. A Report of the Benchmarking Stochastic Models Working Party”, Br. Actuar. J., 15, no. 1, 2009, 99  crossref
  4. Antonis K. Alexandridis, Achilleas D. Zapranis, Weather Derivatives, 2013, 21  crossref
  5. G. I. Beliavsky, N. V. Danilova, A. D. Logunov, 357, Operator Theory and Harmonic Analysis, 2021, 101  crossref
  6. Kais Hamza, Fima C. Klebaner, “On the implicit Black–Scholes formula”, Stochastics, 80, no. 1, 2008, 97  crossref
  7. A. V. Nagaev, “Diffusion Approximation for Average Investor’s Income with Loss Risk”, J Math Sci, 205, no. 1, 2015, 85  crossref
  8. Fabio Bellini, Carlo Sgarra, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2012, 27  crossref
  9. Li-Xin Wang, “Dynamical Models of Stock Prices Based on Technical Trading Rules—Part II: Analysis of the Model”, IEEE Trans. Fuzzy Syst., 23, no. 4, 2015, 1127  crossref
  10. Robert S. Liptser, Albert N. Shiryaev, Statistics of Random Processes, 2001, 219  crossref
Previous
1
2
3
4
5
6
7
32
Next