46 citations to https://www.mathnet.ru/rus/tvp594
  1. Caglar M., Vardar-Acar C., “Distribution of Maximum Loss of Fractional Brownian Motion with Drift”, Stat. Probab. Lett., 83:12 (2013), 2729–2734  crossref  mathscinet  zmath  isi  elib  scopus
  2. Zhang H., Leung T., Hadjiliadis O., “Stochastic Modeling and Fair Valuation of Drawdown Insurance”, Insur. Math. Econ., 53:3 (2013), 840–850  crossref  mathscinet  zmath  isi  scopus
  3. Mijatovic A., Pistorius M.R., “On the Drawdown of Completely Asymmetric Levy Processes”, Stoch. Process. Their Appl., 122:11 (2012), 3812–3836  crossref  mathscinet  zmath  isi  elib  scopus
  4. Zhang H., Hadjiliadis O., “Drawdowns and the Speed of Market Crash”, Methodol. Comput. Appl. Probab., 14:3 (2012), 739–752  crossref  mathscinet  zmath  isi  elib  scopus
  5. Cheridito P., Nikeghbali A., Platen E., “Processes of Class Sigma, Last Passage Times, and Drawdowns”, SIAM J. Financ. Math., 3:1 (2012), 280–303  crossref  mathscinet  zmath  isi  elib  scopus
  6. Vardar C., “Results on the Supremum of Fractional Brownian Motion”, Hacet J Math Stat, 40:2 (2011), 255–264  mathscinet  zmath  isi  elib
  7. PETER CARR, HONGZHONG ZHANG, OLYMPIA HADJILIADIS, “MAXIMUM DRAWDOWN INSURANCE”, Int. J. Theor. Appl. Finan., 14:08 (2011), 1195  crossref
  8. Steisunas S., “On the Sojourn Time of the Brownian Process in a Multidimensional Sphere”, Nonlinear Analysis-Modelling and Control, 14:3 (2009), 389–396  mathscinet  zmath  isi
  9. Meilijson I., “On the Adjustment Coefficient, Drawdowns and Lundberg-Type Bounds for Random Walk”, Ann Appl Probab, 19:3 (2009), 1015–1025  crossref  mathscinet  zmath  isi  scopus
  10. А. Н. Ширяев, “О мартингальных методах в задачах о пересечении границ броуновским движением”, Совр. пробл. матем., 8, МИАН, М., 2007, 3–78  mathnet  crossref  zmath
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