314 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, Journal of Applied Probability, 51, № 3, 2014, 799  crossref
  2. Giulia Di Nunno, Kęstutis Kubilius, Yuliya Mishura, Anton Yurchenko-Tytarenko, “From Constant to Rough: A Survey of Continuous Volatility Modeling”, Mathematics, 11, № 19, 2023, 4201  crossref
  3. Jérôme Pansera, ““Pricing Perpetual Fund Protection with Withdrawal Option”, Hans U. Gerber and Elias S.W. Shiu, January 2003”, North American Actuarial Journal, 7, № 2, 2003, 82  crossref
  4. Statistical Methods with Applications to Demography and Life Insurance, 2013, 181  crossref
  5. Michał Barski, Jerzy Zabczyk, Mathematics of the Bond Market: A Lévy Processes Approach, 2020  crossref
  6. Roman V. Ivanov, “RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing”, Finance Stoch, 19, № 4, 2015, 979  crossref
  7. Souhir Masmoudi, Hela Namouri, Financial Risk Management and Modeling, 2021, 235  crossref
  8. Ya-Chun Huang, Elias S. W. Shiu, ““Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000”, North American Actuarial Journal, 5, № 1, 2001, 153  crossref
  9. R. V. Ivanov, “Discrete Approximation of Finite-Horizon American-Style Options”, Lith Math J, 45, № 4, 2005, 424  crossref
  10. Giulia di Nunno, Michele Giordano, “Stochastic Volterra equations with time-changed Lévy noise and maximum principles”, Ann Oper Res, 2023  crossref
Предыдущая
1
22
23
24
25
26
27
28
32
Следующая