98 citations to https://www.mathnet.ru/rus/tvp3764
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X. Guo, “Option Pricings in an Incomplete Market with Regime Switching”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 201–211
; Proc. Steklov Inst. Math., 237 (2002), 192–202 -
О. А. Глонти, “Опцион, представляющий комбинацию русского и интегрального
русского опционов”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 279–289
; O. A. Glonti, “The Pricing of an Option That Is a Combination of Russian and Integral Russian Options”, Proc. Steklov Inst. Math., 237 (2002), 270–280 -
Larry A. Shepp, Albert N. Shiryaev, Agnes Sulem, Advances in Finance and Stochastics, 2002, 271
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L. Shepp, “A model for stock price fluctuations based on information”, IEEE Trans. Inform. Theory, 48:6 (2002), 1372
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Л. А. Шепп, А. Н. Ширяев, “Русский опцион в условиях возможного “замораживания” цен”, УМН, 56:1(337) (2001), 187–188
; L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price “freeze””, Russian Math. Surveys, 56:1 (2001), 179–181
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Xin Guo, Larry Shepp, “Some optimal stopping problems with nontrivial boundaries for pricing exotic options”, Journal of Applied Probability, 38:3 (2001), 647
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Xin Guo, “An explicit solution to an optimal stopping problem with regime switching”, Journal of Applied Probability, 38:2 (2001), 464
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Xin Guo, “When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process”, Methodology and Computing in Applied Probability, 3:2 (2001), 135
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Pedersen J.L., “Discounted optimal stopping problems for the maximum process”, Journal of Applied Probability, 37:4 (2000), 972–983
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M. Beibel, H. R. Lerche, “A note on optimal stopping of regular diffusions under random discounting”, Теория вероятн. и ее примен., 45:4 (2000), 657–669
; M. Beibel, H. R. Lerche, “A note on optimal stopping of regular diffusions under random discounting”, Theory Probab. Appl., 45:4 (2001), 547–557