22 citations to https://www.mathnet.ru/rus/tvp3689
  1. Davide Lauria, W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, “Bridging Asset Pricing and Market Microstructure: Option Valuation in Roll's Framework”, JRFM, 18:5 (2025), 230  crossref
  2. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi, “Option Pricing Using a Skew Random Walk Binary Tree”, JRFM, 17:4 (2024), 138  crossref
  3. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, “Sustainability-valued discrete option pricing in complete markets”, Journal of Sustainable Finance & Investment, 2024, 1  crossref
  4. Svetlozar Rachev, Nancy Asare Nyarko, Blessing Omotade, Peter Yegon, “Bachelier's Market Model for ESG Asset Pricing”, JRFM, 17:12 (2024), 553  crossref
  5. Manuel D. de la Iglesia, Claudia Juarez, “Birth-death chains on a spider: Spectral analysis and reflecting-absorbing factorization”, Journal of Mathematical Analysis and Applications, 517:2 (2023), 126624  crossref
  6. Alexander Iksanov, Andrey Pilipenko, “On a skew stable Lévy process”, Stochastic Processes and their Applications, 156 (2023), 44  crossref
  7. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani, Frank J. Fabozzi, “Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis”, Journal of Economic Dynamics and Control, 137 (2022), 104345  crossref
  8. Hu Yu. Shirvani A. Lindquist W.B. Fabozzi F.J. Rachev S.T., “Option Pricing Incorporating Factor Dynamics in Complete Markets”, J. Risk Financ. Manag., 13:12 (2020), 321  crossref  isi
  9. Seol Y., “On Weak Limiting Distributions For Random Walks on a Spider”, Symmetry-Basel, 12:12 (2020), 2000  crossref  isi
  10. Csaki E., Csorgo M., Foldes A., Revesz P., “Limit Theorems For Local and Occupation Times of Random Walks and Brownian Motion on a Spider”, J. Theor. Probab., 32:1 (2019), 330–352  crossref  mathscinet  zmath  isi  scopus
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