109 citations to https://www.mathnet.ru/rus/tvp3771
  1. Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015  crossref
  2. Nicole Bäuerle, Igor Gilitschenski, Uwe Hanebeck, “Exact and approximate hidden Markov chain filters based on discrete observations”, Statistics & Risk Modeling, 32:3-4 (2015), 159  crossref
  3. Gong-liang Zhang, Cheng-ke Zhang, Huain-nian Zhu, Proceedings of the International Asia Conference on Industrial Engineering and Management Innovation, 1, Proceedings of the 5th International Asia Conference on Industrial Engineering and Management Innovation (IEMI2014), 2015, 161  crossref
  4. Fuke Wu, George Yin, Le Yi Wang, “Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching”, Mathematical Control & Related Fields, 5:3 (2015), 697  crossref
  5. Lea Steinrücke, Rudi Zagst, Anatoliy Swishchuk, International Series in Operations Research & Management Science, 209, Hidden Markov Models in Finance, 2014, 85  crossref
  6. G. N. Milstein, V. Spokoiny, “Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching”, SIAM J. Finan. Math., 5:1 (2014), 532  crossref
  7. Massimo Costabile, Arturo Leccadito, Ivar Massabó, Emilio Russo, “A reduced lattice model for option pricing under regime-switching”, Rev Quant Finan Acc, 42:4 (2014), 667  crossref
  8. Nikolai Dokuchaev, “Reducing the Impact of the Stock Price Movements on the Implied Parameters”, SSRN Journal, 2013  crossref
  9. Yunfan Tang, “Polynomial Approximation to Option Prices under Regime Switching”, North American Actuarial Journal, 17:2 (2013), 168  crossref
  10. Stéphane Goutte, “Pricing and Hedging in Stochastic Volatility Regime Switching Models”, JMF, 03:01 (2013), 70  crossref
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