95 citations to https://www.mathnet.ru/rus/tvp3764
  1. Denis Belomestny, Pavel V. Gapeev, “An iterative procedure for solving integral equations related to optimal stopping problems”, Stochastics, 82:4 (2010), 365  crossref
  2. Atsuo Suzuki, Katsushige Sawaki, “Callable Russian Options and Their Optimal Boundaries”, Journal of Applied Mathematics and Decision Sciences, 2009 (2009), 1  crossref
  3. Zhou Yang, “A system of variational inequalities arising from finite expiry Russian option with two regimes”, Math Methods in App Sciences, 32:13 (2009), 1681  crossref
  4. В. И. Аркин, А. Д. Сластников, “Вариационный подход к задачам оптимальной остановки диффузионных процессов”, Теория вероятн. и ее примен., 53:3 (2008), 516–533  mathnet  crossref  mathscinet  zmath  elib; V. I. Arkin, A. D. Slastnikov, “A Variational Approach to Optimal Stopping Problems for Diffusion Processes”, Theory Probab. Appl., 53:3 (2009), 467–480  crossref  isi
  5. Kimura T., “Valuing finite–lived Russian options”, European Journal of Operational Research, 189:2 (2008), 363–374  crossref  mathscinet  zmath  isi
  6. Eberlein E., Papapantoleon A., Shiryaev A.N., “On the duality principle in option pricing: semimartingale setting”, Finance and Stochastics, 12:2 (2008), 265–292  crossref  mathscinet  zmath  isi
  7. E. Baurdoux, A. Kyprianou, “The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process”, Теория вероятн. и ее примен., 53:3 (2008), 588–609  mathnet  crossref  mathscinet  zmath; Theory Probab. Appl., 53:3 (2009), 481–499  crossref  isi
  8. Pavel V. Gapeev, “The integral option in a model with jumps”, Statistics & Probability Letters, 78:16 (2008), 2623  crossref
  9. Christoph Kühn, Andreas E. Kyprianou, “CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS”, Mathematical Finance, 17:4 (2007), 487  crossref
  10. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44:3 (2007), 713  crossref
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