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