Level Crossings of an Oscillating Marked Random Walk. - Jewgeni H. Dshalalow; Agatha Liew (Comput. Math. Appl., 2006)

On fluctuations of a multivariate random walk with some applications to stock options trading and hedging. - Jewgeni H. Dshalalow; Agatha Liew (Math. Comput. Model., 2006)