64 citations to https://www.mathnet.ru/rus/tvp3763
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Fotopoulos S.B., Hu X., Munson C.L., “Flexible supply contracts under price uncertainty”, European Journal of Operational Research, 191:1 (2008), 253–263
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Eberlein E., Papapantoleon A., Shiryaev A.N., “On the duality principle in option pricing: semimartingale setting”, Finance and Stochastics, 12:2 (2008), 265–292
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Mykhailo Pupashenko, Alexander Kukush, “Reselling of european option if the
implied volatility varies as
Cox-Ingersoll-Ross process”, Theory Stoch. Process., 14(30):4 (2008), 114–128
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К. П. Хорев, “Моделирование некоторых задач финансовой математики: оценка спрэд-опциона”, Ж. вычисл. матем. и матем. физ., 47:4 (2007), 626–637
; K. P. Khorev, “Modeling of certain problems in financial mathematics: Spread option pricing”, Comput. Math. Math. Phys., 47:4 (2007), 601–611
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Р. В. Иванов, “О расчетах опционов американского типа в модели с дефолтом”, Автомат. и телемех., 2007, № 3, 154–164
; R. V. Ivanov, “Calculating the American options in the default model”, Autom. Remote Control, 68:3 (2007), 513–522
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Yan Dolinsky, Yuri Kifer, “Hedging with risk for game options in discrete time”, Stochastics, 79:1-2 (2007), 169
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Mou-Hsiung Chang, Roger K. Youree, “Infinite-Dimensional Black-Scholes Equation with Hereditary Structure”, Appl Math Optim, 56:3 (2007), 395
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Jianming Xia, Xun Yu Zhou, “STOCK LOANS”, Mathematical Finance, 17:2 (2007), 307
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Christoph Kühn, Andreas E. Kyprianou, “CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS”, Mathematical Finance, 17:4 (2007), 487
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Pavel V. Gapeev, “Perpetual barrier options in jump-diffusion models”, Stochastics, 79:1-2 (2007), 139