G. Sofronov, Jonathan M. Keith, Dirk P. Kroese, “An optimal sequential procedure for a buying-selling problem with independent observations”, Journal of Applied Probability, 43, № 2, 2006, 454
Sergio Albeverio, Giulia Di Nunno, Yuri A. Rozanov, “Price Operators Analysis in L p -Spaces”, Acta Appl Math, 89, № 1-3, 2005, 85
Christian Bender, Tommi Sottinen, Esko Valkeila, “Pricing by hedging and no-arbitrage beyond semimartingales”, Finance Stoch, 12, № 4, 2008, 441
PAVEL V. GAPEEV, OLIVER BROCKHAUS, MATHIEU DUBOIS, “ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY”, Int. J. Theor. Appl. Finan., 21, № 01, 2018, 1850001
Maysaa Al Qurashi, Saima Rashid, Fahd Jarad, “A computational study of a stochastic fractal-fractional hepatitis B virus infection incorporating delayed immune reactions via the exponential decay”, MBE, 19, № 12, 2022, 12950
Roman Kozlov, “The group classification of a scalar stochastic differential equation”, J. Phys. A: Math. Theor., 43, № 5, 2010, 055202
Alexander Bulinski, Evgeny Spodarev, 2068, Stochastic Geometry, Spatial Statistics and Random Fields, 2013, 277
Lioudmila Vostrikova, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 453
Fabio Bellini, “Convex Comparison of Minimal Divergence Martingale Measures in Discrete Time Models”, SSRN Journal, 2012
YAOZHONG HU, BERNT ØKSENDAL, AGNÈS SULEM, “OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 06, № 04, 2003, 519