| Properties of American options under a Markovian Regime Switching Model M Dimitrov, L Jin, Y Ni Communications in Statistics: Case Studies, Data Analysis and Applications 7 …, 2021 | 2* | 2021 |
| Numerical Studies of Implied Volatility Expansions Under the Gatheral Model M Dimitrov, M Albuhayri, Y Ni, A Malyarenko Data Analysis and Related Applications 1, 135-148, 2022 | 1 | 2022 |
| Valuation and Optimal Strategies for American Options Under a Markovian Regime-Switching Model L Jin, M Dimitrov, Y Ni Stochastic Processes, Statistical Methods, and Engineering Mathematics 408 …, 2022 | 1 | 2022 |
| Numerical Studies of the Implied Volatility Expansions up to Third Order under the Gatheral Model M Albuhayri, S Silvestrov, M Dimitrov, Y Ni, A Malyarenko Data Analysis and Related Applications: New Approaches, 2022 | | 2022 |
| American Option Pricing Under a Varying Economic Situation Using Semi-Markov Decision Process K Takada, M Dimitrov, L Jin, Y Ni Data Analysis and Related Applications 2, 77-89, 2022 | | 2022 |
