50 citations to https://www.mathnet.ru/rus/tvp3906
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Ernst Eberlein, Jan Kallsen, Springer Finance, Mathematical Finance, 2019, 249
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Lorenzo Torricelli, “Trade Duration Risk in Subdiffusive Financial Models”, SSRN Journal, 2019
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Ramin Okhrati, “Hedging the Risk of Delayed Data in Defaultable Markets”, Applied Mathematical Finance, 26:2 (2019), 101
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Lorenzo Torricelli, Christian P. Fries, “An Analytical Pricing Framework for Financial Assets with Trading Suspensions”, SSRN Journal, 2018
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Yang X., Stat. Probab. Lett., 120 (2017), 18–27
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Doering L., Horvath B., Teichmann J., “Functional Analytic (Ir-) Regularity Properties of Sabr-Type Processes”, Int. J. Theor. Appl. Financ., 20:3 (2017), 1750013
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Andrea Barletta, Elisa Nicolato, Stefano Pagliarani, “The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework”, SSRN Journal, 2017
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Torricelli L., “Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes”, Rev. Deriv. Res., 19:1 (2016), 1–39
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Anatoliy Swishchuk, SpringerBriefs in Mathematics, Change of Time Methods in Quantitative Finance, 2016, 107
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Anatoliy Swishchuk, SpringerBriefs in Mathematics, Change of Time Methods in Quantitative Finance, 2016, 13