10 citations to https://www.mathnet.ru/rus/tvp4037
  1. Ben Boukai, “How Much is your Strangle Worth? On the Relative Value of the delta-Symmetric Strangle under the Black-Scholes Model”, SSRN Journal, 2020  crossref
  2. Nicholas Burgess, “Cash-Settled Swaptions - A Review of Cash-Settled Swaption Pricing”, SSRN Journal, 2018  crossref
  3. Nicholas Burgess, “Interest Rate Swaptions - A Review & Derivation of Swaption Pricing Formulae”, SSRN Journal, 2018  crossref
  4. Nicholas Burgess, “A Review of the Generalized Black-Scholes Formula & Itts Application to Different Underlying Assets”, SSRN Journal, 2017  crossref
  5. Р. В. Иванов, А. Н. Ширяев, “О принципе дуальности для хеджирующих стратегий в диффузионных моделях”, Теория вероятн. и ее примен., 56:3 (2011), 417–448  mathnet  crossref  mathscinet  elib; R. V. Ivanov, A. N. Shiryaev, “On the duality principle of hedging in diffusion models”, Theory Probab. Appl., 56:3 (2011), 376–402  crossref  isi  elib
  6. Yang H., “A Numerical Analysis of American Options with Regime Switching”, Journal of Scientific Computing, 44:1 (2010), 69–91  crossref  mathscinet  zmath  isi  scopus
  7. Eberlein E., Papapantoleon A., Shiryaev A.N., “On the duality principle in option pricing: semimartingale setting”, Finance and Stochastics, 12:2 (2008), 265–292  crossref  mathscinet  zmath  isi  scopus
  8. Poulsen R., “Four things you might not know about the Black-Scholes formula”, Journal of Derivatives, 15:2 (2007), 77–81  crossref  isi  scopus
  9. Rolf Poulsen, “Four Things You Might Not Know about the Black-Scholes Formula”, SSRN Journal, 2007  crossref
  10. Fajardo J., Mordecki E., “Symmetry and duality in Levy markets”, Quantitative Finance, 6:3 (2006), 219–227  crossref  mathscinet  zmath  isi  scopus