1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. M. Ispány, G. Pap, “A note on weak convergence of random step processes”, Acta Math Hung, 126, no. 4, 2010, 381  crossref
  2. Zhengjun Jiang, “Optimal Dividend Policy When Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching”, SSRN Journal, 2011  crossref
  3. Arnaud Debussche, Julien Vovelle, “Diffusion-approximation in stochastically forced kinetic equations”, Tunisian J. Math., 3, no. 1, 2021, 1  crossref
  4. Markus Hess, “Modeling and Pricing Precipitation Derivatives Under Weather Forecasts”, SSRN Journal, 2016  crossref
  5. Markus Hess, “A new approach to wind power futures pricing”, Decisions Econ Finan, 44, no. 2, 2021, 1235  crossref
  6. Taehan Bae, Changki Kim, “OPTIONS AND SWAPS ON MOTOR CLAIMS”, Assurances et gestion des risques, 83, no. 1-2, 2016, 45  crossref
  7. Kangquan Zhi, Cong Qin, “Portfolio Selection with a kth-to-default Credit-Linked Note”, SSRN Journal, 2023  crossref
  8. Nicholas Westray, Harry Zheng, “Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization”, Finance Stoch, 15, no. 3, 2011, 501  crossref
  9. Alexander Cherny, From Stochastic Calculus to Mathematical Finance, 2006, 109  crossref
  10. Henry Chiu, Rama Cont, “Causal functional calculus”, Trans London Maths Soc, 9, no. 1, 2022, 237  crossref
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