- M.U. Jayanth Sastri, A. Rajkumar, Ganesh Kumar Thakur, Bandana Priya, Chirag Goyal, “WITHDRAWN: A new approach to analysis of stock marketing using non-linear differential equations”, Materials Today: Proceedings, 2020
![https://doi.org/10.1016/j.matpr.2020.09.440 crossref](/refsvg/svg/crossref.svg)
- Kinda Abuasbeh, Ramsha Shafqat, Azmat Ullah Khan Niazi, Muath Awadalla, “Nonlocal fuzzy fractional stochastic evolution equations with fractional Brownian motion of order (1,2)”, MATH, 7, № 10, 2022, 19344
![https://doi.org/10.3934/math.20221062 crossref](/refsvg/svg/crossref.svg)
- Shek-Keung Tony Wong, “The generalized perpetual American exchange-option problem”, Adv. Appl. Probab., 40, № 1, 2008, 163
![https://doi.org/10.1239/aap/1208358891 crossref](/refsvg/svg/crossref.svg)
- Financial Statistics and Mathematical Finance, 2012, 45
![https://doi.org/10.1002/9781118316443.ch2 crossref](/refsvg/svg/crossref.svg)
- Pavel V. Gapeev, Peter M. Kort, Maria N. Lavrutich, “Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs”, Adv. Appl. Probab., 53, № 1, 2021, 189
![https://doi.org/10.1017/apr.2020.57 crossref](/refsvg/svg/crossref.svg)
- Fima Klebaner, “Option Price When the Stock is a Semimartingale”, Electron. Commun. Probab., 7, № none, 2002
![https://doi.org/10.1214/ECP.v7-1049 crossref](/refsvg/svg/crossref.svg)
- S. V. Meleshko, O. Sumrum, E. Schulz, “Application of group analysis to stochastic equations of fluid dynamics”, J Appl Mech Tech Phy, 54, № 1, 2013, 21
![https://doi.org/10.1134/S0021894413010033 crossref](/refsvg/svg/crossref.svg)
- Li-Xin Wang, 2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA), 2014, 1
![https://doi.org/10.1109/CICA.2014.7013247 crossref](/refsvg/svg/crossref.svg)
- Ryszard Szupiluk, Piotr Wojewnik, Tomasz Zabkowski, 6594, Adaptive and Natural Computing Algorithms, 2011, 206
![https://doi.org/10.1007/978-3-642-20267-4_22 crossref](/refsvg/svg/crossref.svg)
- Roman V. Ivanov, “On the Pricing of American Options in Exponential Lévy Markets”, Journal of Applied Probability, 44, № 2, 2007, 409
![https://doi.org/10.1239/jap/1183667410 crossref](/refsvg/svg/crossref.svg)