1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. MARTIN SCHWEIZER, DANIJEL ZIVOI, MARIO ŠIKIĆ, “DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION”, Int. J. Theor. Appl. Finan., 21, no. 02, 2018, 1850011  crossref
  2. Rafael Mendoza-Arriaga, Vadim Linetsky, “Time-changed CIR default intensities with two-sided mean-reverting jumps”, Ann. Appl. Probab., 24, no. 2, 2014  crossref
  3. I. V. Yurchenko, V. K. Yasynskyy, “Existence of Lyapunov–Krasovskii Functionals for Stochastic Functional Differential Ito–Skorokhod Equations Under the Condition of Solutions’ Stability on Probability with Finite Aftereffect”, Cybern Syst Anal, 54, no. 6, 2018, 957  crossref
  4. Boris Buchmann, Yuguang F. Ipsen, Ross Maller, “Functional laws for trimmed Lévy processes”, J. Appl. Probab., 54, no. 3, 2017, 873  crossref
  5. Dmitry B. Rokhlin, “Asymptotic arbitrage and numéraire portfolios in large financial markets”, Finance Stoch, 12, no. 2, 2008, 173  crossref
  6. Zheng Yan Lin, Han Chao Wang, “Strong approximation of locally square-integrable martingales”, Acta. Math. Sin.-English Ser., 28, no. 6, 2012, 1221  crossref
  7. Yuping Song, Hangyan Li, “Bias reduction estimation for drift coefficient in diffusion models with jumps”, Statistics, 57, no. 3, 2023, 597  crossref
  8. Minsoo Jeong, Joon Y. Park, “AN ASYMPTOTIC THEORY FOR JUMP DIFFUSION MODELS”, Econom. Theory, 2024, 1  crossref
  9. Stefan Kassberger, Thomas Liebmann, “q-Optimal Martingale Measures for Exponential Lévy Processes”, SSRN Journal, 2008  crossref
  10. D I Lisovskii, “Bayesian disorder problem for the Brownian bridge”, Russ. Math. Surv., 71, no. 5, 2016, 967  crossref
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