95 citations to https://www.mathnet.ru/rus/tvp3764
  1. Pavel V. Gapeev, “Solving the dual Russian option problem by using change‐of‐measure arguments”, High Frequency, 2:2 (2019), 76  crossref
  2. Sören Christensen, Fabián Crocce, Ernesto Mordecki, Paavo Salminen, “On optimal stopping of multidimensional diffusions”, Stochastic Processes and their Applications, 129:7 (2019), 2561  crossref
  3. Neofytos Rodosthenous, Mihail Zervos, “Watermark options”, Finance Stoch, 21:1 (2017), 157  crossref
  4. C. Makasu, “Maximal exponential inequalities for certain diffusion processes”, Теория вероятн. и ее примен., 61:1 (2016), 198–206  mathnet  crossref  mathscinet  zmath  elib; Theory Probab. Appl., 61:1 (2017), 159–167  crossref  isi
  5. Stiburek D., “Sequential testing of hypotheses about drift for Gaussian diffusions”, Stat. Methodol., 33 (2016), 14–30  crossref  mathscinet  isi  scopus
  6. 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  crossref  mathscinet  zmath  isi  elib  scopus
  7. Jakub Chorowski, Mathias Trabs, “Spectral estimation for diffusions with random sampling times”, Stochastic Processes and their Applications, 126:10 (2016), 2976  crossref
  8. Alina Semrau-Giłka, “On approximation of solutions of one-dimensional reflecting SDEs with discontinuous coefficients”, Statistics & Probability Letters, 96 (2015), 315  crossref
  9. Cloud Makasu, “A SHARP MAXIMAL INEQUALITY FOR A GEOMETRIC BROWNIAN MOTION”, Taiwanese J. Math., 19:2 (2015)  crossref
  10. Yerkin Kitapbayev, “The British Lookback Option with Fixed Strike”, Applied Mathematical Finance, 22:3 (2015), 238  crossref
Предыдущая
1
2
3
4
5
6
7
8
9
10
Следующая