49 citations to 10.2307/3318509 (Crossref Cited-By Service)
  1. Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor, “Stochastic Volatility for Lévy Processes”, Mathematical Finance, 13, no. 3, 2003, 345  crossref
  2. Сергей Н Лобанов, Sergei N Lobanov, “Распределение длины и высоты трендов для броуновского движения со сносом”, ТВП, 50, no. 4, 2005, 783  crossref
  3. Андрей Александрович Каменов, Andrey Aleksandrovich Kamenov, “Башелье-версия русского опциона на конечном интервале”, ТВП, 53, no. 3, 2008, 576  crossref
  4. Peter Grandits, Maike Klein, “Ruin probability in a two-dimensional model with correlated Brownian motions”, Scandinavian Actuarial Journal, 2021, no. 5, 2021, 362  crossref
  5. Jacques du Toit, Goran Peskir, “Selling a stock at the ultimate maximum”, Ann. Appl. Probab., 19, no. 3, 2009  crossref
  6. Bangwon Ko, Elias S.W. Shiu, Li Wei, “Pricing maturity guarantee with dynamic withdrawal benefit”, Insurance: Mathematics and Economics, 47, no. 2, 2010, 216  crossref
  7. Maciej Wiśniewolski, “Integral functionals under the excursion measure”, J. Appl. Probab., 57, no. 1, 2020, 137  crossref
  8. Mathieu ROSENBAUM, Marc YOR, “Random scaling and sampling of Brownian motion”, J. Math. Soc. Japan, 67, no. 4, 2015  crossref
  9. K. Glover, G. Peskir, F. Samee, “The British Russian Option”, Stochastics, 83, no. 4-6, 2011, 315  crossref
  10. Runhuan Feng, “Stochastic Integral Representations of the Extrema of Time-homogeneous Diffusion Processes”, Methodol Comput Appl Probab, 18, no. 3, 2016, 691  crossref
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