Konstantinos Gkillas, Christoforos Konstantatos, Costas Siriopoulos, “Uncertainty Due to Infectious Diseases and Stock–Bond Correlation”, Econometrics, 9, no. 2, 2021, 17
Nelson Vadori, Anatoliy Swishchuk, “Inhomogeneous Random Evolutions: Limit Theorems and Financial Applications”, Mathematics, 7, no. 5, 2019, 447
Dilip B. Madan, King Wang, “Investor Determined Dividend Policies”, SSRN Journal, 2024
Dylan Possamaï, Marco Rodrigues, “Reflections on BSDEs”, Electron. J. Probab., 29, no. none, 2024
Arzu Ahmadova, Nazim I. Mahmudov, “Picard Approximation of a Singular Backward Stochastic Nonlinear Volterra Integral Equation”, Qual. Theory Dyn. Syst., 23, no. 4, 2024, 192
Eyal Castiel, “Fluid limits for QB-CSMA with polynomial rates, homogenization and reflection”, Queueing Syst, 107, no. 1-2, 2024, 109
Sandrine Gümbel, Thorsten Schmidt, “Machine Learning for Multiple Yield Curve Markets: Fast Calibration in the Gaussian Affine Framework”, Risks, 8, no. 2, 2020, 50
Wei Xu, “Stochastic Volterra equations for the local times of spectrally positive stable processes”, Ann. Appl. Probab., 34, no. 3, 2024
Sudip Chandra, Diganta Mukherjee, “Barrier Option Under Lévy Model : A PIDE and Mellin Transform Approach”, Mathematics, 4, no. 1, 2016, 2
Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski, Salah-Eldin Mohammed, “Defaultable Game Options in a Hazard Process Model”, International Journal of Stochastic Analysis, 2009, no. 1, 2009, 695798