20 citations to https://www.mathnet.ru/rus/tvp3689
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Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi, “Option Pricing Using a Skew Random Walk Binary Tree”, JRFM, 17:4 (2024), 138
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Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, “Sustainability-valued discrete option pricing in complete markets”, Journal of Sustainable Finance & Investment, 2024, 1
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Manuel D. de la Iglesia, Claudia Juarez, “Birth-death chains on a spider: Spectral analysis and reflecting-absorbing factorization”, Journal of Mathematical Analysis and Applications, 517:2 (2023), 126624
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Alexander Iksanov, Andrey Pilipenko, “On a skew stable Lévy process”, Stochastic Processes and their Applications, 156 (2023), 44
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Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani, Frank J. Fabozzi, “Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis”, Journal of Economic Dynamics and Control, 137 (2022), 104345
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Hu Yu. Shirvani A. Lindquist W.B. Fabozzi F.J. Rachev S.T., “Option Pricing Incorporating Factor Dynamics in Complete Markets”, J. Risk Financ. Manag., 13:12 (2020), 321
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Seol Y., “On Weak Limiting Distributions For Random Walks on a Spider”, Symmetry-Basel, 12:12 (2020), 2000
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Csaki E., Csorgo M., Foldes A., Revesz P., “Limit Theorems For Local and Occupation Times of Random Walks and Brownian Motion on a Spider”, J. Theor. Probab., 32:1 (2019), 330–352
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Csaki E., Csorgo M., Foldes A., Revesz P., “Some Limit Theorems for Heights of Random Walks on a Spider”, J. Theor. Probab., 29:4 (2016), 1685–1709
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Nandori P., “Local Equilibrium in Inhomogeneous Stochastic Models of Heat Transport”, J. Stat. Phys., 164:2 (2016), 410–437