112 citations to https://www.mathnet.ru/rus/tvp3771
  1. Fei Su, Kung-Sik Chan, “Option Pricing with Threshold Diffusion Processes”, North American Actuarial Journal, 20:2 (2016), 133  crossref
  2. Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17:3 (2015), 677  crossref
  3. I. Venkat Appal Raju, Lecture Notes in Electrical Engineering, 327, Systems Thinking Approach for Social Problems, 2015, 319  crossref
  4. Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015  crossref
  5. 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
  6. 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
  7. 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
  8. Lea Steinrücke, Rudi Zagst, Anatoliy Swishchuk, International Series in Operations Research & Management Science, 209, Hidden Markov Models in Finance, 2014, 85  crossref
  9. 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
  10. 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
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