61 citations to https://www.mathnet.ru/rus/tvp3763
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Tsvetelin S. Zaevski, “Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems”, Mathematics, 12:10 (2024), 1449
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Tsvetelin S. Zaevski, “American strangle options with arbitrary strikes”, Journal of Futures Markets, 43:7 (2023), 880
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Tsvetelin Zaevski, “Perpetual cancellable American options with convertible features”, Modern Stochastics: Theory and Applications, 2023, 367
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А. А. Шишкова, “Расчет азиатских опционов для модели Блэка–Шоулса”, Вестн. Томск. гос. ун-та. Матем. и мех., 2018, № 51, 48–63
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Anna Glazyrina, Alexander Melnikov, “Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time”, RDA, 6:2 (2017), 167
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Finance Mathematics, 2016, 171
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E. Daniliuk, S. Rozhkova, “Hedging of the Barrier Put Option in a Diffusion (B, S) – Market in case of Dividends Payment on a Risk Active”, IFAC-PapersOnLine, 48:25 (2015), 34
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Elena Daniliuk, Communications in Computer and Information Science, 564, Information Technologies and Mathematical Modelling - Queueing Theory and Applications, 2015, 304
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Patrick Gagliardini, Diego Ronchetti, “Semi-parametric estimation of American option prices”, Journal of Econometrics, 173:1 (2013), 57
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Андреева У.В., Данилюк Е.Ю., Демин Н.С., Рожкова С.В., Пахомова Е.Г., “Европейский опцион купли лукбэк с плавающим страйком”, Известия томского политехнического университета, 321:6 (2012), 13–15