80 citations to https://www.mathnet.ru/rus/tvp3941
-
Gapeev V P. Rodosthenous N. Chinthalapati V.L.R., “On the Laplace Transforms of the First Hitting Times For Drawdowns and Drawups of Diffusion-Type Processes”, Risks, 7:3 (2019), 87
-
Florin Avram, Dan Goreac, “A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time”, Scandinavian Actuarial Journal, 2019:9 (2019), 799
-
Florin Avram, Danijel Grahovac, Ceren Vardar-Acar, “The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps”, Risks, 7:1 (2019), 18
-
Pavel V. Gapeev, “Solving the dual Russian option problem by using change‐of‐measure arguments”, High Frequency, 2:2 (2019), 76
-
Sören Christensen, Fabián Crocce, Ernesto Mordecki, Paavo Salminen, “On optimal stopping of multidimensional diffusions”, Stochastic Processes and their Applications, 129:7 (2019), 2561
-
Philip Ernst, Frederi Viens, “In memory of Larry Shepp: An editorial”, High Frequency, 2:2 (2019), 74
-
Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 93
-
Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 217
-
Federico M. Bandi, Roberto Renò, “NONPARAMETRIC STOCHASTIC VOLATILITY”, Econom. Theory, 34:6 (2018), 1207
-
Cloud Makasu, “One-sided maximal inequalities for a stock process”, Journal of Mathematical Analysis and Applications, 450:2 (2017), 1535