98 citations to https://www.mathnet.ru/rus/tvp3764
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Shian-Chang Huang, Mao-Wei Hung, “Pricing foreign equity options under Lévy processes”, J. Fut. Mark., 25:10 (2005), 917
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X. Guo, J. Liu, “Stopping at the maximum of geometric Brownian motion when signals are received”, Journal of Applied Probability, 42:3 (2005), 826
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Ekstrom E., “Russian options with a finite time horizon”, Journal of Applied Probability, 41:2 (2004), 313–326
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Kyprianou A.E., “Some calculations for Israeli options”, Finance and Stochastics, 8:1 (2004), 73–86
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Avram F., Kyprianou A.E., Pistorius M.R., “Exit problems for spectrally negative Levy processes and applications to (canadized) Russian options”, Annals of Applied Probability, 14:1 (2004), 215–238
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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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Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson, Lecture Notes in Computer Science, 3039, Computational Science - ICCS 2004, 2004, 795
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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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Takashi ADACHI, “The Value of the Perpetual American Call on the Time-Average of the Stock”, IIS, 9:2 (2003), 243
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Hans U. Gerber, Elias S.W. Shiu, “Pricing Perpetual Fund Protection with Withdrawal Option”, North American Actuarial Journal, 7:2 (2003), 60