1406 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Albert N. Shiryaev, 95, Probability-2, 2019, 107  crossref
  2. Torben G. Andersen, Yingwen Tan, Viktor Todorov, Zhiyuan Zhang, “Testing for Stationarity of Volatility Curves”, SSRN Journal, 2023  crossref
  3. Frank Bosserhoff, Mitja Stadje, “Robustness of Delta Hedging in a Jump-Diffusion Model”, SIAM J. Finan. Math., 14, no. 2, 2023, 663  crossref
  4. Peter Imkeller, Nicolas Perkowski, “The existence of dominating local martingale measures”, Finance Stoch, 19, no. 4, 2015, 685  crossref
  5. Nicolas Fournier, Camille Tardif, “One Dimensional Critical Kinetic Fokker–Planck Equations, Bessel and Stable Processes”, Commun. Math. Phys., 381, no. 1, 2021, 143  crossref
  6. Xavier Erny, Eva Löcherbach, Dasha Loukianova, “Conditional propagation of chaos for mean field systems of interacting neurons”, Electron. J. Probab., 26, no. none, 2021  crossref
  7. P. Di Tella, H.-J. Engelbert, “On the predictable representation property of martingales associated with Lévy processes”, Stochastics, 87, no. 1, 2015, 170  crossref
  8. Yuping Song, Weijie Hou, Zhengyan Lin, “Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor”, Journal Time Series Analysis, 43, no. 1, 2022, 53  crossref
  9. VYACHESLAV M. ABRAMOV, “CONDITIONS FOR RECURRENCE AND TRANSIENCE FOR TIME-INHOMOGENEOUS BIRTH-AND-DEATH PROCESSES”, Bull. Aust. Math. Soc., 109, no. 2, 2024, 393  crossref
  10. Camilo Hernández, Dylan Possamaï, “A unified approach to well-posedness of type-I backward stochastic Volterra integral equations”, Electron. J. Probab., 26, no. none, 2021  crossref
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