314 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Finanzmarktstatistik, 2006, 151  crossref
  2. OLEG KUDRYAVTSEV, SERGEI LEVENDORSKIǏ, “PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES”, Int. J. Theor. Appl. Finan., 09, № 06, 2006, 915  crossref
  3. M. A. Abdullin, S. V. Meleshko, F. S. Nasyrov, “A new approach to the group analysis of one-dimensional stochastic differential equations”, J Appl Mech Tech Phy, 55, № 2, 2014, 191  crossref
  4. A. V. Chertok, V. Yu. Korolev, A. Yu. Korchagin, “Modeling High-Frequency Non-Homogeneous Order Flows by Compound Cox Processes*”, J Math Sci, 214, № 1, 2016, 44  crossref
  5. Andrei Khrennikov, “Quantum Randomness as a Result of Random Fluctuations at the Planck Time Scale?”, Int J Theor Phys, 47, № 1, 2008, 114  crossref
  6. Ole E. Barndorff‐Nielsen, Neil Shephard, “Estimating quadratic variation using realized variance”, J of Applied Econometrics, 17, № 5, 2002, 457  crossref
  7. Bryan Ellickson, Benjamin Hood, Tin Shing Liu, Duke Whang, Peilan Zhou, “Stocks in the Short Run”, SSRN Journal, 2011  crossref
  8. PETER CARR, “SEMI-STATIC HEDGING OF BARRIER OPTIONS UNDER POISSON JUMPS”, Int. J. Theor. Appl. Finan., 14, № 07, 2011, 1091  crossref
  9. Hans U. Gerber, Elias S.W. Shiu, “Pricing Perpetual Fund Protection with Withdrawal Option”, North American Actuarial Journal, 7, № 2, 2003, 60  crossref
  10. A. A. Novikov, N. E. Kordzakhia, “Lower and upper bounds for prices of Asian-type options”, Proc. Steklov Inst. Math., 287, № 1, 2014, 225  crossref
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