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