50 citations to https://www.mathnet.ru/rus/tvp3906
  1. Anatoliy Swishchuk, SpringerBriefs in Mathematics, Change of Time Methods in Quantitative Finance, 2016, 1  crossref
  2. Kathrin Glau, Zorana Grbac, Antonis Papapantoleon, Springer Proceedings in Mathematics & Statistics, 189, Advanced Modelling in Mathematical Finance, 2016, 423  crossref
  3. Vakeroudis S., “on the Windings of Complex-Valued Ornstein–Uhlenbeck Processes Driven By a Brownian Motion and By a Stable Process”, Stochastics, 87:5 (2015), 766–793  crossref  mathscinet  zmath  isi  scopus
  4. Li L., Linetsky V., “Time-Changed Ornstein–Uhlenbeck Processes and Their Applications in Commodity Derivative Models”, Math. Financ., 24:2 (2014), 289–330  crossref  mathscinet  zmath  isi  scopus
  5. Jan Kallsen, Johannes Muhle-Karbe, Richard Vierthauer, “Asymptotic power utility-based pricing and hedging”, Math Finan Econ, 8:1 (2014), 1  crossref
  6. Cartea A., “Derivatives Pricing with Marked Point Processes Using Tick-by-Tick Data”, Quant. Financ., 13:1 (2013), 111–123  crossref  mathscinet  zmath  isi  scopus
  7. O. E. Barndorff-Nielsen, A. E. D. Veraart, “Stochastic Volatility of Volatility and Variance Risk Premia”, Journal of Financial Econometrics, 11:1 (2013), 1  crossref
  8. Robert Jarrow, Philip Protter, “Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory”, Finance Research Letters, 9:2 (2012), 58  crossref
  9. Anatoliy Swishchuk, Encyclopedia of Financial Models, 2012  crossref
  10. Anatoliy Swishchuk, Encyclopedia of Financial Models, 2012  crossref
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