317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Roman V. Ivanov, Grigory Temnov, “Truncated moment-generating functions of the NIG process and their applications”, Stoch. Dyn., 17, no. 05, 2017, 1750039  crossref
  2. Andrey Borisov, “Regime Tracking in Markets with Markov Switching”, Mathematics, 12, no. 3, 2024, 423  crossref
  3. L A Shepp, A N Shiryaev, “The Russian option under conditions of a possible price 'freeze'”, Russ. Math. Surv., 56, no. 1, 2001, 179  crossref
  4. Norden E. Huang, Man‐Li Wu, Wendong Qu, Steven R. Long, Samuel S. P. Shen, “Applications of Hilbert–Huang transform to non‐stationary financial time series analysis”, Appl Stoch Models Bus & Ind, 19, no. 3, 2003, 245  crossref
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  6. Finanzmarktstatistik, 2006, 239  crossref
  7. Kais Hamza, Fima C. Klebaner, Zinoviy Landsman, Ying-Oon Tan, “Option Pricing for Symmetric Lévy Returns with Applications”, Asia-Pac Financ Markets, 22, no. 1, 2015, 27  crossref
  8. E. R. Offen, E. M. Lungu, “Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale”, JMF, 05, no. 03, 2015, 286  crossref
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