1418 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Aurélien Alfonsi, Credit Risk Frontiers, 2011, 33  crossref
  2. Elena Bandini, Francesco Russo, “Special weak Dirichlet processes and BSDEs driven by a random measure”, Bernoulli, 24, no. 4A, 2018  crossref
  3. Robert Stelzer, “Multivariate COGARCH(1, 1) processes”, Bernoulli, 16, no. 1, 2010  crossref
  4. DAVID CRIENS, “DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS”, Int. J. Theor. Appl. Finan., 21, no. 01, 2018, 1850002  crossref
  5. Stéphane Crépey, Anis Matoussi, “Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison”, Ann. Appl. Probab., 18, no. 5, 2008  crossref
  6. Martin Keller-Ressel, Johannes Muhle-Karbe, “Asymptotic and exact pricing of options on variance”, Finance Stoch, 17, no. 1, 2013, 107  crossref
  7. Stefan Tappe, “Existence of affine realizations for stochastic partial differential equations driven by Lévy processes”, Proc. R. Soc. A., 471, no. 2178, 2015, 20150104  crossref
  8. Christoph Kühn, Alexander Molitor, “Semimartingale price systems in models with transaction costs beyond efficient friction”, Finance Stoch, 26, no. 4, 2022, 927  crossref
  9. Stefan Geiss, Emmanuel Gobet, Advanced Mathematical Methods for Finance, 2011, 313  crossref
  10. Jean-Jil Duchamps, Félix Foutel-Rodier, Emmanuel Schertzer, “General epidemiological models: law of large numbers and contact tracing”, Electron. J. Probab., 28, no. none, 2023  crossref
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