95 citations to https://www.mathnet.ru/rus/tvp3764
  1. Monir Chadad, Mohamed Erraoui, “Reflected stochastic differential equations driven by standard and fractional Brownian motion”, Stoch. Dyn., 24:02 (2024)  crossref
  2. M. Çağlar, C. Vardar-Acar, “Stopping Levels for a Spectrally Negative Markov Additive Process”, Commun. Math. Stat., 2024  crossref
  3. Wenyuan Wang, Ning Wang, Mi Chen, “On a doubly reflected risk process with running maximum dependent reflecting barriers”, Journal of Computational and Applied Mathematics, 422 (2023), 114880  crossref
  4. Budhi Surya, Wenyuan Wang, Xianghua Zhao, Xiaowen Zhou, “Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process”, Scandinavian Actuarial Journal, 2023:2 (2023), 97  crossref
  5. M. Çağlar, A. Kyprianou, C. Vardar-Acar, “An optimal stopping problem for spectrally negative Markov additive processes”, Stochastic Processes and their Applications, 150 (2022), 1109  crossref
  6. Igor V. Kravchenko, Vladislav V. Kravchenko, Sergii M. Torba, José Carlos Dias, “GENERALIZED EXPONENTIAL BASIS FOR EFFICIENT SOLVING OF HOMOGENEOUS DIFFUSION FREE BOUNDARY PROBLEMS: RUSSIAN OPTION PRICING”, J Math Sci, 266:2 (2022), 353  crossref
  7. Haoyang Cao, Xin Guo, “MFGs for partially reversible investment”, Stochastic Processes and their Applications, 150 (2022), 995  crossref
  8. Pavel V. Gapeev, Peter M. Kort, Maria N. Lavrutich, Jacco J. J. Thijssen, “Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions”, Methodol Comput Appl Probab, 24:2 (2022), 789  crossref
  9. Pavel V. Gapeev, “Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes”, Methodol Comput Appl Probab, 24:2 (2022), 749  crossref
  10. Congjin Zhou, Guojing Wang, Jie Guo, “Optimal refinancing strategy for mortgage rate with regime switching”, Appl Stoch Models Bus & Ind, 38:1 (2022), 133  crossref
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