79 citations to https://www.mathnet.ru/rus/tvp3941
  1. 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  crossref
  2. 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  crossref
  3. Pavel V. Gapeev, “Solving the dual Russian option problem by using change‐of‐measure arguments”, High Frequency, 2:2 (2019), 76  crossref
  4. Sören Christensen, Fabián Crocce, Ernesto Mordecki, Paavo Salminen, “On optimal stopping of multidimensional diffusions”, Stochastic Processes and their Applications, 129:7 (2019), 2561  crossref
  5. Philip Ernst, Frederi Viens, “In memory of Larry Shepp: An editorial”, High Frequency, 2:2 (2019), 74  crossref
  6. Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 93  crossref
  7. Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 217  crossref
  8. Federico M. Bandi, Roberto Renò, “NONPARAMETRIC STOCHASTIC VOLATILITY”, Econom. Theory, 34:6 (2018), 1207  crossref
  9. Cloud Makasu, “One-sided maximal inequalities for a stock process”, Journal of Mathematical Analysis and Applications, 450:2 (2017), 1535  crossref
  10. Neofytos Rodosthenous, Mihail Zervos, “Watermark options”, Finance Stoch, 21:1 (2017), 157  crossref
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