112 citations to https://www.mathnet.ru/rus/tvp3771
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Nikolai Dokuchaev, “Reducing the Impact of the Stock Price Movements on the Implied Parameters”, SSRN Journal, 2013
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Yunfan Tang, “Polynomial Approximation to Option Prices under Regime Switching”, North American Actuarial Journal, 17:2 (2013), 168
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Stéphane Goutte, “Pricing and Hedging in Stochastic Volatility Regime Switching Models”, JMF, 03:01 (2013), 70
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Wang Yu., Yin G., “Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching”, Stoch. Anal. Appl., 30:5 (2012), 799–826
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Jonathan Y. Li, Michael Jong Kim, Roy H. Kwon, “A moment approach to bounding exotic options under regime switching”, Optimization, 61:10 (2012), 1253
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Oscar López, Nikita Ratanov, “Option Pricing Driven by a Telegraph Process with Random Jumps”, Journal of Applied Probability, 49:3 (2012), 838
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Melissa Mielkie, Matt Davison, “A New Analytic Approximation Technique for Options in a Regime-Switching Market”, SSRN Journal, 2012
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Jie Yu, Qing Zhang, “Optimal trend-following trading rules under a three-state regime switching model”, Mathematical Control & Related Fields, 2:1 (2012), 81
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Song-Ping Zhu, Alexander Badran, Xiaoping Lu, “A new exact solution for pricing European options in a two-state regime-switching economy”, Computers & Mathematics with Applications, 64:8 (2012), 2744
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Alessandro De Gregorio, Stefano M. Iacus, “Least-squares change-point estimation for the telegraph process observed at discrete times”, Statistics, 45:4 (2011), 349