96 citations to https://www.mathnet.ru/rus/tvp3764
  1. Yerkin Kitapbayev, “The British Lookback Option with Fixed Strike”, Applied Mathematical Finance, 22:3 (2015), 238  crossref
  2. Gapeev P.V. Rodosthenous N., “Optimal Stopping Problems in Diffusion-Type Models With Running Maxima and Drawdowns”, J. Appl. Probab., 51:3 (2014), 799–817  isi
  3. Atsuo Suzuki, Katsushige Sawaki, “Game Russian Options for Double Exponential Jump Diffusion Processes”, JMF, 04:01 (2014), 47  crossref
  4. Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal Stopping Problems in Diffusion-Type Models with Running Maxima and Drawdowns”, Journal of Applied Probability, 51:3 (2014), 799  crossref
  5. Curdin Ott, “Bottleneck options”, Finance Stoch, 18:4 (2014), 845  crossref
  6. Andreas E. Kyprianou, Universitext, Fluctuations of Lévy Processes with Applications, 2014, 307  crossref
  7. Yerkin Kitapbayev, “On the lookback option with fixed strike”, Stochastics, 86:3 (2014), 510  crossref
  8. Andreas Kyprianou, Curdin Ott, “A Capped Optimal Stopping Problem for the Maximum Process”, Acta Appl Math, 129:1 (2014), 147  crossref
  9. Ott C., “Optimal Stopping Problems for the Maximum Process with Upper and Lower Caps”, Ann. Appl. Probab., 23:6 (2013), 2327–2356  crossref  isi
  10. Leszek Słomiński, “Weak and strong approximations of reflected diffusions via penalization methods”, Stochastic Processes and their Applications, 123:3 (2013), 752  crossref
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