50 citations to https://www.mathnet.ru/rus/tvp3906
  1. Lingyu Feng, Ting Gao, Ting Li, Zhongjie Lin, Xianming Liu, “Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes”, Stoch. Dyn., 23:08 (2023)  crossref
  2. Courgeau V. Veraart A.E.D., “Likelihood Theory For the Graph Ornstein-Uhlenbeck Process”, Stat. Infer. Stoch. Proc., 25:2 (2022), 227–260  crossref  mathscinet  isi
  3. Tsukada H., “Pathwise Uniqueness of Stochastic Differential Equations Driven By Brownian Motions and Finite Variation Levy Processes”, Stochastics, 94:1 (2022), 143–162  crossref  mathscinet  isi
  4. Jiao Y., Ma Ch., Scotti S., Zhou Ch., “The Alpha-Heston Stochastic Volatility Model”, Math. Financ., 31:3 (2021), 943–978  crossref  mathscinet  isi  scopus
  5. Criens D., “A Dual Yamada-Watanabe Theorem For Levy Driven Stochastic Differential Equations”, Electron. Commun. Probab., 26 (2021), 18  crossref  mathscinet  isi  scopus
  6. Tsukada H., “Pathwise Uniqueness of Stochastic Differential Equations Driven By Cauchy Processes With Drift”, Osaka J. Math., 58:3 (2021), 671–684  mathscinet  isi
  7. Carr P., Lee R., Lorig M., “Pricing Variance Swaps on Time-Changed Markov Processes”, SIAM J. Financ. Math., 12:2 (2021), 672–689  crossref  mathscinet  isi  scopus
  8. Torricelli L., “Trade Duration Risk in Subdiffusive Financial Models”, Physica A, 541 (2020), 123694  crossref  mathscinet  isi
  9. Fries Ch., Torricelli L., “An Analytical Valuation Framework For Financial Assets With Trading Suspensions”, SIAM J. Financ. Math., 11:2 (2020), 566–592  crossref  mathscinet  isi  scopus
  10. Barletta A., Nicolato E., Pagliarani S., “The Short-Time Behavior of Vix-Implied Volatilities in a Multifactor Stochastic Volatility Framework”, Math. Financ., 29:3 (2019), 928–966  crossref  mathscinet  isi
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