M.U. Jayanth Sastri, A. Rajkumar, Ganesh Kumar Thakur, Bandana Priya, Chirag Goyal, “WITHDRAWN: A new approach to analysis of stock marketing using non-linear differential equations”, Materials Today: Proceedings, 2020
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
Shek-Keung Tony Wong, “The generalized perpetual American exchange-option problem”, Adv. Appl. Probab., 40, № 1, 2008, 163
Financial Statistics and Mathematical Finance, 2012, 45
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
Fima Klebaner, “Option Price When the Stock is a Semimartingale”, Electron. Commun. Probab., 7, № none, 2002
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
Li-Xin Wang, 2014 IEEE Symposium on Computational Intelligence in Control and Automation (CICA), 2014, 1
Ryszard Szupiluk, Piotr Wojewnik, Tomasz Zabkowski, 6594, Adaptive and Natural Computing Algorithms, 2011, 206
Roman V. Ivanov, “On the Pricing of American Options in Exponential Lévy Markets”, Journal of Applied Probability, 44, № 2, 2007, 409