109 citations to https://www.mathnet.ru/rus/tvp3771
  1. Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak, “Consistent asset modelling with random coefficients and switches between regimes”, Mathematics and Computers in Simulation, 223 (2024), 65  crossref
  2. Thomas Lux, “Estimation of regime-switching diffusions via Fourier transforms”, Stat Comput, 34:2 (2024)  crossref
  3. Viktor Antipov, Yuri Kabanov, “Ruin Probabilities with Investments in Random Environment: Smoothness”, Mathematics, 12:11 (2024), 1705  crossref
  4. Gerardo Barrera, Jani Lukkarinen, “Quantitative control of Wasserstein distance between Brownian motion and the Goldstein–Kac telegraph process”, Ann. Inst. H. Poincaré Probab. Statist., 59:2 (2023)  crossref
  5. Young Lee, Thorsten Rheinländer, “On the cumulant transforms for Hawkes processes”, J. Appl. Probab., 60:2 (2023), 528  crossref
  6. Song-Ping Zhu, Yawen Zheng, “An integral equation approach for pricing American put options under regime-switching model”, International Journal of Computer Mathematics, 100:7 (2023), 1454  crossref
  7. Anindya Goswami, Kedar Nath Mukherjee, Irvine Homi Patalwala, Nadahalli Satish Sanjay, “Regime recovery using implied volatility in Markov modulated market model”, Appl Stoch Models Bus & Ind, 38:6 (2022), 1127  crossref
  8. Yuri Kabanov, Sergey Pergamenshchikov, “On ruin probabilities with investments in a risky asset with a regime-switching price”, Finance Stoch, 26:4 (2022), 877  crossref
  9. Takuji Matsumoto, Derek Bunn, Yuji Yamada, “Pricing electricity day-ahead cap futures with multifactor skew-t densities”, Quantitative Finance, 22:5 (2022), 835  crossref
  10. Dong Yan, Sha Lin, Zhihao Hu, Ben-Zhang Yang, “Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach”, Chaos, Solitons & Fractals, 163 (2022), 112581  crossref
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