95 citations to https://www.mathnet.ru/rus/tvp3764
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Pavel V. Gapeev, “Solving the dual Russian option problem by using change‐of‐measure arguments”, High Frequency, 2:2 (2019), 76
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Sören Christensen, Fabián Crocce, Ernesto Mordecki, Paavo Salminen, “On optimal stopping of multidimensional diffusions”, Stochastic Processes and their Applications, 129:7 (2019), 2561
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Neofytos Rodosthenous, Mihail Zervos, “Watermark options”, Finance Stoch, 21:1 (2017), 157
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C. Makasu, “Maximal exponential inequalities for certain diffusion processes”, Теория вероятн. и ее примен., 61:1 (2016), 198–206 ; Theory Probab. Appl., 61:1 (2017), 159–167
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Stiburek D., “Sequential testing of hypotheses about drift for Gaussian diffusions”, Stat. Methodol., 33 (2016), 14–30
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Gapeev P.V. Rodosthenous N., “Perpetual American options in diffusion-type models with running maxima and drawdowns”, Stoch. Process. Their Appl., 126:7 (2016), 2038–2061
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Jakub Chorowski, Mathias Trabs, “Spectral estimation for diffusions with random sampling times”, Stochastic Processes and their Applications, 126:10 (2016), 2976
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Alina Semrau-Giłka, “On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients”, Statistics & Probability Letters, 96 (2015), 315
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Cloud Makasu, “A SHARP MAXIMAL INEQUALITY FOR A GEOMETRIC BROWNIAN
MOTION”, Taiwanese J. Math., 19:2 (2015)
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Yerkin Kitapbayev, “The British Lookback Option with Fixed Strike”, Applied Mathematical Finance, 22:3 (2015), 238