has been cited by the following article(s):
[1]
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Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Algorithmic Finance,
2023
DOI:10.3233/AF-220467
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[2]
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Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Algorithmic Finance,
2023
DOI:10.3233/AF-220467
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[3]
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Quantile estimation in fractional Levy Ornstein-Uhlenbeck processes
Model Assisted Statistics and Applications,
2023
DOI:10.3233/MAS-221427
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[4]
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Capturing Subdiffusive Solute Dynamics and Predicting Selectivity in Nanoscale Pores with Time Series Modeling
Journal of Chemical Theory and Computation,
2020
DOI:10.1021/acs.jctc.0c00445
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[5]
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Capturing Subdiffusive Solute Dynamics and Predicting Selectivity in Nanoscale Pores with Time Series Modeling
Journal of Chemical Theory and Computation,
2020
DOI:10.1021/acs.jctc.0c00445
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[6]
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Valuation of real options under persistent shocks
Journal of Statistics and Management Systems,
2017
DOI:10.1080/09720510.2017.1411024
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[7]
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Fractional Calculus And Pathwise Integration for Volterra Processes Driven by Lévy and Martingale Noise
Fractional Calculus and Applied Analysis,
2016
DOI:10.1515/fca-2016-0071
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[8]
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Maximal Inequalities for Fractional Lévy and Related Processes
Stochastic Analysis and Applications,
2015
DOI:10.1080/07362994.2015.1036167
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