95 citations to https://www.mathnet.ru/rus/tvp3764
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Monir Chadad, Mohamed Erraoui, “Reflected stochastic differential equations driven by standard and fractional Brownian motion”, Stoch. Dyn., 24:02 (2024)
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M. Çağlar, C. Vardar-Acar, “Stopping Levels for a Spectrally Negative Markov Additive Process”, Commun. Math. Stat., 2024
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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
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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
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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
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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
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Haoyang Cao, Xin Guo, “MFGs for partially reversible investment”, Stochastic Processes and their Applications, 150 (2022), 995
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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
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Pavel V. Gapeev, “Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes”, Methodol Comput Appl Probab, 24:2 (2022), 749
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Congjin Zhou, Guojing Wang, Jie Guo, “Optimal refinancing strategy for mortgage rate with regime switching”, Appl Stoch Models Bus & Ind, 38:1 (2022), 133