109 citations to https://www.mathnet.ru/rus/tvp3771
  1. Katlego Kola, Tumellano Sebehela, “The Capitalized Generalized Autoregressive Conditional Heteroskedasticity”, Rev. Pac. Basin Finan. Mark. Pol., 25:03 (2022)  crossref
  2. Anup Biswas, Somnath Pradhan, “Ergodic risk-sensitive control for regime-switching diffusions”, Systems & Control Letters, 170 (2022), 105399  crossref
  3. И. Г. Поспелов, С. А. Радионов, “Решение задачи оптимизации выплаты дивидендов фирмой, прибыль которой определяется телеграфным процессом”, Матем. заметки, 109:1 (2021), 135–149  mathnet  crossref  mathscinet; I. G. Pospelov, S. A. Radionov, “Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process”, Math. Notes, 109:1 (2021), 125–135  crossref  isi  elib
  4. Anatoliy A. Pogorui, Anatoliy Swishchuk, Ramón M. Rodríguez-Dagnino, “Transformations of Telegraph Processes and Their Financial Applications”, Risks, 9:8 (2021), 147  crossref
  5. Anastasiya Ellanskaya, Yuri Kabanov, “On ruin probabilities with risky investments in a stock with stochastic volatility”, Extremes, 24:4 (2021), 687  crossref
  6. Xiaoping Lu, Song-Ping Zhu, Dong Yan, “Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility”, Communications in Nonlinear Science and Numerical Simulation, 103 (2021), 105986  crossref
  7. Yuji Yamada, Takuji Matsumoto, “Going for Derivatives or Forwards? Minimizing Cashflow Fluctuations of Electricity Transactions on Power Markets”, Energies, 14:21 (2021), 7311  crossref
  8. Xin-Jiang He, Song-Ping Zhu, “A new algorithm for calibrating local regime-switching models”, IMA Journal of Management Mathematics, 32:2 (2021), 237  crossref
  9. Juozas Vaicenavicius, “Asset Liquidation Under Drift Uncertainty and Regime-Switching Volatility”, Appl Math Optim, 81:3 (2020), 757  crossref
  10. Min Li, Zhen Wu, “Near-optimal control problems for forward-backward regime-switching systems”, ESAIM: COCV, 26 (2020), 94  crossref
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