1406 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Anatolii A. Puhalskii, “On the number of isolated vertices in a growing random graph”, Rocky Mountain J. Math., 43, no. 6, 2013  crossref
  2. Gilles Pagès, 2168, Séminaire de Probabilités XLVIII, 2016, 33  crossref
  3. Nina Munkholt Jakobsen, Michael Sørensen, “Efficient estimation for diffusions sampled at high frequency over a fixed time interval”, Bernoulli, 23, no. 3, 2017  crossref
  4. Aleš Černý, Jan Kallsen, “On the structure of general mean-variance hedging strategies”, Ann. Probab., 35, no. 4, 2007  crossref
  5. Gareth G. Haslip, Vladimir K. Kaishev, “Lookback option pricing using the Fourier transform B-spline method”, Quantitative Finance, 14, no. 5, 2014, 789  crossref
  6. Alain Durmus, Arnaud Guillin, Pierre Monmarché, “Geometric ergodicity of the Bouncy Particle Sampler”, Ann. Appl. Probab., 30, no. 5, 2020  crossref
  7. Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang, “An Analytic Recursive Method for Optimal Multiple Stopping: Canadization and Phase-Type Fitting”, SSRN Journal, 2014  crossref
  8. Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès, “Optimal posting price of limit orders: learning by trading”, Math Finan Econ, 7, no. 3, 2013, 359  crossref
  9. Aleksandar Mijatović, Veno Mramor, “Lévy processes on smooth manifolds with a connection”, Electron. J. Probab., 26, no. none, 2021  crossref
  10. Bruno Bouchard, Xiaolu Tan, “A quasi-sure optional decomposition and super-hedging result on the Skorokhod space”, Finance Stoch, 25, no. 3, 2021, 505  crossref
Previous
1
18
19
20
21
22
23
24
141
Next