109 citations to https://www.mathnet.ru/rus/tvp3771
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Saul D. Jacka, Adriana Ocejo, “On the regularity of American options with regime-switching uncertainty”, Stochastic Processes and their Applications, 128:3 (2018), 803
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Seiji Harikae, Tianyang Wang, James Dyer, “Valuing Real Options in the Volatile Real World - A Generalized Implied Binomial Tree Approach”, SSRN Journal, 2018
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Fulvia Confortola, Marco Fuhrman, Giuseppina Guatteri, Gianmario Tessitore, “Linear-quadratic optimal control under non-Markovian switching”, Stochastic Analysis and Applications, 36:1 (2018), 166
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Frrddric Godin, Van Son Lai, Denis-Alexandre Trottier, “Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence”, SSRN Journal, 2017
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Junfei Zhang, Shoumei Li, “Quanto European Option Pricing With Ambiguous Return Rates and Volatilities”, IEEE Trans. Fuzzy Syst., 25:2 (2017), 417
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Nikita Ratanov, “Self-exciting piecewise linear processes”, ALEA, 14:1 (2017), 445
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Hyeong-Ohk Bae, Seung-Yeal Ha, Yongsik Kim, Sang-Hyeok Lee, Hyuncheul Lim, Jane Yoo, “Volatility Flocking in the DJIA Index”, SSRN Journal, 2017
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Fei Su, Kung-Sik Chan, “Option Pricing with Threshold Diffusion Processes”, North American Actuarial Journal, 20:2 (2016), 133
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Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17:3 (2015), 677
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I. Venkat Appal Raju, Lecture Notes in Electrical Engineering, 327, Systems Thinking Approach for Social Problems, 2015, 319