61 citations to https://www.mathnet.ru/rus/tvp3763
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Fotopoulos S.B., Jandhyala V.K., Khapalova E., “Exact Asymptotic Distribution of Change-Point Mle for Change in the Mean of Gaussian Sequences”, Annals of Applied Statistics, 4:2 (2010), 1081–1104
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Jinping Yu, Xiaofeng Yang, Shenghong Li, Guimei Liu, 2010 Third International Conference on Business Intelligence and Financial Engineering, 2010, 183
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Mou-Hsiung Chang, Tao Pang, Moustapha Pemy, “An approximation scheme for Black-Scholes equations with delays”, J Syst Sci Complex, 23:3 (2010), 438
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Zongxia Liang, Weiming Wu, Shuqing Jiang, “Stock loan with automatic termination clause, cap and margin”, Computers & Mathematics with Applications, 60:12 (2010), 3160
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Данилюк Е.Ю., Демин Н.С., “Хеджирование опциона продажи с заданной вероятностью в случае выплаты дивидендов по рисковому активу”, Вестн. Томского гос. ун-та. Управление, вычислительная техника и информатика, 2009, № 4, 32–42
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Mou-Hsiung Chang, Roger K. Youree, “Spectral Approximation of Infinite-Dimensional Black-Scholes Equations with Memory”, Journal of Applied Mathematics and Stochastic Analysis, 2009 (2009), 1
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Stergios B. Fotopoulos, Venkata K. Jandhyala, Li Tan, “Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives”, Journal of Statistical Planning and Inference, 139:3 (2009), 1190
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Fotopoulos S.B., Hu X., Munson C.L., “Flexible supply contracts under price uncertainty”, European Journal of Operational Research, 191:1 (2008), 253–263
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Eberlein E., Papapantoleon A., Shiryaev A.N., “On the duality principle in option pricing: semimartingale setting”, Finance and Stochastics, 12:2 (2008), 265–292
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Mykhailo Pupashenko, Alexander Kukush, “Reselling of european option if the
implied volatility varies as
Cox-Ingersoll-Ross process”, Theory Stoch. Process., 14(30):4 (2008), 114–128