116 citations to https://www.mathnet.ru/rus/tvp3771
  1. Surya Teja Eada, Vladimir Pozdnyakov, Jun Yan, “Discretely observed Brownian motion governed by telegraph signal process: Estimation and application to finance”, Stat Inference Stoch Process, 28:1 (2025)  crossref
  2. Anindya Goswami, Kuldip Singh Patel, “Domain truncation error analysis for a multidimensional system of PDEs of option prices”, Mathematics and Computers in Simulation, 2025  crossref
  3. Ankit Singh, Vikas Maurya, Manoj K. Rajpoot, “Numerical valuation of American options with liquidity shocks using IMEX methods”, Numer Algor, 2025  crossref
  4. Hai-Dang Nguyen, George Yin, Chao Zhu, Probability Theory and Stochastic Modelling, 63, Hybrid Switching Diffusions, 2025, 311  crossref
  5. Hai-Dang Nguyen, George Yin, Chao Zhu, Probability Theory and Stochastic Modelling, 63, Hybrid Switching Diffusions, 2025, 275  crossref
  6. Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak, “Consistent asset modelling with random coefficients and switches between regimes”, Mathematics and Computers in Simulation, 223 (2024), 65  crossref
  7. Thomas Lux, “Estimation of regime-switching diffusions via Fourier transforms”, Stat Comput, 34:2 (2024)  crossref
  8. Viktor Antipov, Yuri Kabanov, “Ruin Probabilities with Investments in Random Environment: Smoothness”, Mathematics, 12:11 (2024), 1705  crossref
  9. Alessandro Gnoatto, Silvia Lavagnini, Athena Picarelli, “Deep Quadratic Hedging”, Mathematics of OR, 2024  crossref
  10. Gerardo Barrera, Jani Lukkarinen, “Quantitative control of Wasserstein distance between Brownian motion and the Goldstein–Kac telegraph process”, Ann. Inst. H. Poincaré Probab. Statist., 59:2 (2023)  crossref
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