16 citations to 10.1016/j.spl.2008.01.017 (Crossref Cited-By Service)
  1. Lan Wu, Xin Zang, Hongxin Zhao, “Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process”, Quantitative Finance, 20, № 8, 2020, 1285  crossref
  2. Clément Foucart, Matija Vidmar, “Continuous-state branching processes with collisions: First passage times and duality”, Stochastic Processes and their Applications, 167, 2024, 104230  crossref
  3. Eric C. K. Cheung, “On a class of stochastic models with two-sided jumps”, Queueing Syst, 69, № 1, 2011, 1  crossref
  4. Lijun Bo, “First passage times of reflected Ornstein–Uhlenbeck processes with two-sided jumps”, Queueing Syst, 73, № 1, 2013, 105  crossref
  5. LIJUN BO, GUIJUN REN, YONGJIN WANG, XUEWEI YANG, “FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES”, Stoch. Dyn., 13, № 01, 2013, 1250014  crossref
  6. Florin Avram, Jose-Luis Perez-Garmendia, “A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems”, Risks, 7, № 4, 2019, 117  crossref
Предыдущая
1
2