51 citations to https://www.mathnet.ru/rus/tvp3906
  1. Anatoliy Swishchuk, SpringerBriefs in Mathematics, Change of Time Methods in Quantitative Finance, 2016, 13  crossref
  2. Anatoliy Swishchuk, SpringerBriefs in Mathematics, Change of Time Methods in Quantitative Finance, 2016, 1  crossref
  3. Kathrin Glau, Zorana Grbac, Antonis Papapantoleon, Springer Proceedings in Mathematics & Statistics, 189, Advanced Modelling in Mathematical Finance, 2016, 423  crossref
  4. Vakeroudis S., “on the Windings of Complex-Valued Ornstein–Uhlenbeck Processes Driven By a Brownian Motion and By a Stable Process”, Stochastics, 87:5 (2015), 766–793  crossref  mathscinet  zmath  isi  scopus
  5. Li L., Linetsky V., “Time-Changed Ornstein–Uhlenbeck Processes and Their Applications in Commodity Derivative Models”, Math. Financ., 24:2 (2014), 289–330  crossref  mathscinet  zmath  isi  scopus
  6. Jan Kallsen, Johannes Muhle-Karbe, Richard Vierthauer, “Asymptotic power utility-based pricing and hedging”, Math Finan Econ, 8:1 (2014), 1  crossref
  7. Cartea A., “Derivatives Pricing with Marked Point Processes Using Tick-by-Tick Data”, Quant. Financ., 13:1 (2013), 111–123  crossref  mathscinet  zmath  isi  scopus
  8. O. E. Barndorff-Nielsen, A. E. D. Veraart, “Stochastic Volatility of Volatility and Variance Risk Premia”, Journal of Financial Econometrics, 11:1 (2013), 1  crossref
  9. Robert Jarrow, Philip Protter, “Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory”, Finance Research Letters, 9:2 (2012), 58  crossref
  10. Anatoliy Swishchuk, Encyclopedia of Financial Models, 2012  crossref
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