1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Claudia Ceci, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 337  crossref
  2. Mátyás Barczy, Balázs Nyul, Gyula Pap, “Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations”, J Stat Theory Pract, 13, no. 1, 2019, 18  crossref
  3. Boris Baeumer, Mihály Kovács, “Approximating Multivariate Tempered Stable Processes”, Journal of Applied Probability, 49, no. 1, 2012, 167  crossref
  4. Ernst Eberlein, Christoph Gerhart, Zorana Grbac, “Multiple Curve LLvy Forward Price Model Allowing for Negative Interest Rates”, SSRN Journal, 2018  crossref
  5. Stéphane Crépey, Financial Modeling, 2013, 391  crossref
  6. Raluca Balan, “Stochastic wave equation with Lévy white noise”, ALEA, 20, no. 1, 2023, 463  crossref
  7. I. Rahimov, “Functional limit theorems for critical processes with immigration”, Advances in Applied Probability, 39, no. 4, 2007, 1054  crossref
  8. Jan Kallsen, Paul Krühner, “On uniqueness of solutions to martingale problems — counterexamples and sufficient criteria”, Electron. J. Probab., 25, no. none, 2020  crossref
  9. Yuta Koike, “Estimation of Integrated Covariances in the Simultaneous Presence of Nonsynchronicity, Microstructure Noise and Jumps”, SSRN Journal, 2013  crossref
  10. Stephan Haug, Robert Stelzer, “MULTIVARIATE ECOGARCH PROCESSES”, Econom. Theory, 27, no. 2, 2011, 344  crossref
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