Kravchenko, Igor V.; Kravchenko, Vladislav V.; Torba, Sergii M.; Dias, José Carlos Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation. (English) Zbl 1426.91269 Int. J. Theor. Appl. Finance 22, No. 6, Article ID 1950030, 24 p. (2019). MSC: 91G20 91G60 PDFBibTeX XMLCite \textit{I. V. Kravchenko} et al., Int. J. Theor. Appl. Finance 22, No. 6, Article ID 1950030, 24 p. (2019; Zbl 1426.91269) Full Text: DOI arXiv
Klochkova, L. V.; Orlov, Yu. N.; Pleshakov, R. V. Kinetic equation for simulation of non-stationary non-equidistant time-series. (Russian. English summary) Zbl 1424.37043 Zh. Sredn. Mat. Obshch. 20, No. 1, 78-87 (2018). Reviewer: Pavel A. Shamanaev (Saransk) MSC: 37M10 91B76 37N99 PDFBibTeX XMLCite \textit{L. V. Klochkova} et al., Zh. Sredn. Mat. Obshch. 20, No. 1, 78--87 (2018; Zbl 1424.37043)