1418 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Christel Geiss, Stefan Geiss, Eija Laukkarinen, “A Note on Malliavin Fractional Smoothness for Lévy Processes and Approximation”, Potential Anal, 39, no. 3, 2013, 203  crossref
  2. Anna Aksamit, Claudio Fontana, “Martingale spaces and representations under absolutely continuous changes of probability”, Electron. Commun. Probab., 24, no. none, 2019  crossref
  3. GABRIEL FRAHM, ALEXANDER JONEN, RAINER SCHÜSSLER, “THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE”, Int. J. Theor. Appl. Finan., 22, no. 05, 2019, 1950025  crossref
  4. P. Di Tella, C. Geiss, “Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)”, Stochastics, 92, no. 6, 2020, 969  crossref
  5. Florian Hoffmann, Roman Inderst, Marcus Opp, “Only Time Will Tell: A Theory of Deferred Compensation”, The Review of Economic Studies, 88, no. 3, 2021, 1253  crossref
  6. Li-Xin Zhang, “Lindeberg’s central limit theorems for martingale like sequences under sub-linear expectations”, Sci. China Math., 64, no. 6, 2021, 1263  crossref
  7. Tien Cuong Phi, Eva Löcherbach, Patricia Reynaud-Bouret, “Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms”, J. Appl. Probab., 60, no. 4, 2023, 1469  crossref
  8. Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat Inference Stoch Process, 21, no. 2, 2018, 363  crossref
  9. Yuta Koike, “Time endogeneity and an optimal weight function in pre-averaging covariance estimation”, Stat Inference Stoch Process, 20, no. 1, 2017, 15  crossref
  10. Stefan Ankirchner, Christophette Blanchet-Scalliet, Kai Kümmel, “Last minute panic in zero sum games”, ESAIM: COCV, 25, 2019, 25  crossref
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