50 citations to https://www.mathnet.ru/rus/tvp3906
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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)
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Courgeau V. Veraart A.E.D., “Likelihood Theory For the Graph Ornstein-Uhlenbeck Process”, Stat. Infer. Stoch. Proc., 25:2 (2022), 227–260
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Tsukada H., “Pathwise Uniqueness of Stochastic Differential Equations Driven By Brownian Motions and Finite Variation Levy Processes”, Stochastics, 94:1 (2022), 143–162
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Jiao Y., Ma Ch., Scotti S., Zhou Ch., “The Alpha-Heston Stochastic Volatility Model”, Math. Financ., 31:3 (2021), 943–978
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Criens D., “A Dual Yamada-Watanabe Theorem For Levy Driven Stochastic Differential Equations”, Electron. Commun. Probab., 26 (2021), 18
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Tsukada H., “Pathwise Uniqueness of Stochastic Differential Equations Driven By Cauchy Processes With Drift”, Osaka J. Math., 58:3 (2021), 671–684
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Carr P., Lee R., Lorig M., “Pricing Variance Swaps on Time-Changed Markov Processes”, SIAM J. Financ. Math., 12:2 (2021), 672–689
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Torricelli L., “Trade Duration Risk in Subdiffusive Financial Models”, Physica A, 541 (2020), 123694
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Fries Ch., Torricelli L., “An Analytical Valuation Framework For Financial Assets With Trading Suspensions”, SIAM J. Financ. Math., 11:2 (2020), 566–592
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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