F. Strozzi, E. Gutiérrez, C. Noè, T. Rossi, M. Serati, J.M. Zaldívar, “Measuring volatility in the Nordic spot electricity market using Recurrence Quantification Analysis”, Eur. Phys. J. Spec. Top., 164, № 1, 2008, 105
Ivo Doležel, Ryszard Szupiluk, Tomasz Ząbkowski, “EGLD system for noise identification in ensemble predictors”, COMPEL: The International Journal for Computation and Mathematics in Electrical and Electronic Engineering, 33, № 6, 2014, 2006
Theory and Statistical Applications of Stochastic Processes, 2017, 363
Andrei Khrennikov, Decision Theory and Choices: a Complexity Approach, 2010, 183
Maria do Rosário Grossinho, A Portrait of State-of-the-Art Research at the Technical University of Lisbon, 2007, 89
Tsvetelin S. Zaevski, “American strangle options with arbitrary strikes”, Journal of Futures Markets, 43, № 7, 2023, 880
PETER CARR, HONGZHONG ZHANG, OLYMPIA HADJILIADIS, “MAXIMUM DRAWDOWN INSURANCE”, Int. J. Theor. Appl. Finan., 14, № 08, 2011, 1195
Elena Daniliuk, 564, Information Technologies and Mathematical Modelling - Queueing Theory and Applications, 2015, 304
Svetlana Boyarchenko, Sergei Levendorskiǐ, “PRACTICAL GUIDE TO REAL OPTIONS IN DISCRETE TIME*”, Int Economic Review, 48, № 1, 2007, 311
T. Androshchuk, “Asymptotic behavior of a bilinear model with fractional gaussian noise. Euler’s scheme with small perturbations”, J Math Sci, 147, № 4, 2007, 6847