64 citations to https://www.mathnet.ru/rus/tvp3763
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Fajardo J., Mordecki E., “Symmetry and duality in Levy markets”, Quantitative Finance, 6:3 (2006), 219–227
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Pavel V. Gapeev, Markus Reiß, “An optimal stopping problem in a diffusion-type model with delay”, Statistics & Probability Letters, 76:6 (2006), 601
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Duistermaat J.J., Kyprianou A.E., van Schaik K., “Finite expiry Russian options”, Stochastic Processes and Their Applications, 115:4 (2005), 609–638
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Pavel V. Gapeev, Christoph Kühn, “Perpetual convertible bonds in jump-diffusion models”, Statistics & Risk Modeling, 23:1 (2005), 15
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R. V. Ivanov, “Discrete Approximation of Finite-Horizon American-Style Options”, Lith Math J, 45:4 (2005), 424
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Asmussen S., Avram F., Pistorius M.R., “Russian and American put options under exponential phase–type Levy models”, Stochastic Processes and Their Applications, 109:1 (2004), 79–111
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Kisielewicz M., Michta M., Motyl J., “Set valued approach to stochastic control part II (viability and semimartingale issues)”, Dynamic Systems and Applications, 12:3–4 (2003), 433–466
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Kyprianou A.E., Pistorius M.R., “Perpetual options and canadization through fluctuation theory”, Annals of Applied Probability, 13:3 (2003), 1077–1098
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А. В. Мельников, “О единстве количественных методов расчетов в финансах и страховании”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 57–79
; A. V. Melnikov, “On the Unity of Quantitative Methods of Pricing in Finance and Insurance”, Proc. Steklov Inst. Math., 237 (2002), 50–72 -
Ф. С. Насыров, “Симметричные интегралы и их применение в финансовой математике”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 265–278
; F. S. Nasyrov, “Symmetric Integrals and Their Application in Financial Mathematics”, Proc. Steklov Inst. Math., 237 (2002), 256–269