1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Arnold Janssen, Martin Tietje, “Applications of the Likelihood Theory in Finance: Modelling and Pricing”, Int Statistical Rev, 81, no. 1, 2013, 107  crossref
  2. Zenghu Li, From Probability to Finance, 2020, 1  crossref
  3. RAMIN OKHRATI, NIKOLAOS KARPATHOPOULOS, “LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES”, Int. J. Theor. Appl. Finan., 24, no. 06n07, 2021, 2150033  crossref
  4. Oleg Reichmann, Christoph Schwab, 2001, Lévy Matters I, 2010, 137  crossref
  5. M. Jirak, “Limit Theorems for Aggregated Linear Processes”, Advances in Applied Probability, 45, no. 2, 2013, 520  crossref
  6. Christa Cuchiero, Martin Larsson, Sara Svaluto-Ferro, “Polynomial jump-diffusions on the unit simplex”, Ann. Appl. Probab., 28, no. 4, 2018  crossref
  7. Robert A. Jarrow, Philip Protter, Kazuhiro Shimbo, Advances in Mathematical Finance, 2007, 97  crossref
  8. Xiaolu Zhao, Seok Young Hong, Oliver B. Linton, “Separate Noise and Jumps From Tick Data: An Endogenous Thresholding Approach”, SSRN Journal, 2021  crossref
  9. Yuping Song, Hanchao Wang, “Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps”, Scandinavian J Statistics, 45, no. 3, 2018, 644  crossref
  10. ANTONELLA CALZOLARI, BARBARA TORTI, “MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES”, Int. J. Theor. Appl. Finan., 25, no. 03, 2022, 2250015  crossref
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