71 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. Alexander Alexandrovich Gushchin, Mikhail Aleksandrovich Urusov, “Процессы, вкладывающиеся в геометрическое броуновское движение”, Теория вероятностей и ее применения, 60, no. 2, 2015, 248  crossref
  2. Dilip B. Madan, “Instantaneous Portfolio Theory”, SSRN Journal, 2016  crossref
  3. Dilip B. Madan, King Wang, “Implied Price Processes Anchored in Statistical Realizations”, SSRN Journal, 2021  crossref
  4. Fei Chen, Francis X. Diebold, Frank Schorfheide, “A Markov-Switching Multifractal Inter-Trade Duration Model, with Application to US Equities”, SSRN Journal, 2013  crossref
  5. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling Electricity Futures by Ambit Fields”, Advances in Applied Probability, 46, no. 3, 2014, 719  crossref
  6. Hasan A. Fallahgoul, Young S. Kim, Frank J. Fabozzi, Jiho Park, “Quanto Option Pricing with Lévy Models”, Comput Econ, 53, no. 3, 2019, 1279  crossref
  7. Michael B. Gordy, Pawel Szerszen, “Bayesian Estimation of Time-Changed Default Intensity Models”, SSRN Journal, 2015  crossref
  8. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut Veraart, “Modelling Energy Spot Prices by Lévy Semistationary Processes”, SSRN Journal, 2010  crossref
  9. N. N. Leonenko, S. Petherick, A. Sikorskii, “Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions”, Stochastic Analysis and Applications, 30, no. 3, 2012, 476  crossref
  10. Denis Belomestny, Vladimir Panov, “Statistical inference for generalized Ornstein-Uhlenbeck processes”, Electron. J. Statist., 9, no. 2, 2015  crossref
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