1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Christa Cuchiero, Josef Teichmann, “A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing”, Finance Stoch, 19, no. 4, 2015, 743  crossref
  2. Tim Bollerslev, Jia Li, Andrew J. Patton, Rogier Quaedvlieg, “Realized Semicovariances”, ECTA, 88, no. 4, 2020, 1515  crossref
  3. Andreas Basse-O’Connor, Claudio Heinrich, Mark Podolskij, “On limit theory for Lévy semi-stationary processes”, Bernoulli, 24, no. 4A, 2018  crossref
  4. Antoine Lejay, Paolo Pigato, “Statistical estimation of the Oscillating Brownian Motion”, Bernoulli, 24, no. 4B, 2018  crossref
  5. Kathrin Glau, “A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates”, Finance Stoch, 20, no. 4, 2016, 1021  crossref
  6. Jorge Júlvez, “A straightforward method to compute average stochastic oscillations from data samples”, BMC Bioinformatics, 16, no. 1, 2015, 333  crossref
  7. Xia Han, Zhibin Liang, Kam Chuen Yuen, Yu Yuan, “Minimizing the Probability of Absolute Ruin Under Ambiguity Aversion”, Appl Math Optim, 84, no. 3, 2021, 2495  crossref
  8. SVANTE JANSON, SOKHNA M'BAYE, PHILIP PROTTER, “ABSOLUTELY CONTINUOUS COMPENSATORS”, Int. J. Theor. Appl. Finan., 14, no. 03, 2011, 335  crossref
  9. Joseph Najnudel, Ashkan Nikeghbali, “A new kind of augmentation of filtrations”, ESAIM: PS, 15, 2011, S39  crossref
  10. V. S. Korolyuk, “Storage processes in the Poisson approximation scheme”, J Math Sci, 162, no. 1, 2009, 22  crossref
Previous
1
25
26
27
28
29
30
31
142
Next