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