98 citations to https://www.mathnet.ru/rus/tvp3764
  1. Christoph Kühn, Andreas E. Kyprianou, “CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS”, Mathematical Finance, 17:4 (2007), 487  crossref
  2. Pavel V. Gapeev, “Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes”, Journal of Applied Probability, 44:3 (2007), 713  crossref
  3. K. Helmes, R. H. Stockbridge, “Linear programming approach to the optimal stopping of singular stochastic processes”, Stochastics, 79:3-4 (2007), 309  crossref
  4. Obloj J., Yor M., “On local martingale and its supremum: Harmonic functions and beyond”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 517–533  isi
  5. Kurt Helmes, Lecture Notes in Control and Information Sciences, 280, Stochastic Theory and Control, 2006, 185  crossref
  6. José Fajardo, Ernesto Mordecki, From Stochastic Calculus to Mathematical Finance, 2006, 249  crossref
  7. Pavel V. Gapeev, Markus Reiß, “An optimal stopping problem in a diffusion-type model with delay”, Statistics & Probability Letters, 76:6 (2006), 601  crossref
  8. JosÉ Fajardo, Ernesto Mordecki, “Symmetry and duality in Lévy markets”, Quantitative Finance, 6:3 (2006), 219  crossref
  9. Pavel Gapeev, “Discounted optimal stopping for maxima in diffusion models with finite horizon”, Electron. J. Probab., 11:none (2006)  crossref
  10. Duistermaat J.J., Kyprianou A.E., van Schaik K., “Finite expiry Russian options”, Stochastic Processes and Their Applications, 115:4 (2005), 609–638  crossref  mathscinet  zmath  isi
Предыдущая
1
2
3
4
5
6
7
8
9
10
Следующая