1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Su Zhonggen, Wang Hanchao, “Exponential concentration inequalities for purely discontinuous martingales”, Sci. Sin.-Math., 52, no. 7, 2022, 765  crossref
  2. Antje Fruth, Torsten Schöneborn, Mikhail Urusov, “OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME‐VARYING LIQUIDITY”, Mathematical Finance, 24, no. 4, 2014, 651  crossref
  3. Mahir Lokvancic, “A Note on Solvable Time-Homogeneous Stochastic Volatility Models (Working Paper)”, SSRN Journal, 2020  crossref
  4. William I. Newman, “Emergence of patterns in random processes. II. Stochastic structure in random events”, Phys. Rev. E, 89, no. 6, 2014, 062113  crossref
  5. Yuta Koike, “ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS”, Econom. Theory, 32, no. 3, 2016, 533  crossref
  6. Vitalii Konarovskyi, “A system of coalescing heavy diffusion particles on the real line”, Ann. Probab., 45, no. 5, 2017  crossref
  7. Tomasz R. Bielecki, Jacek Jakubowski, Andrea Vidozzi, Luca Vidozzi, “Study of Dependence for Some Stochastic Processes”, Stochastic Analysis and Applications, 26, no. 4, 2008, 903  crossref
  8. Antonis Papapantoleon, Robert Wardenga, “Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA”, Probab Uncertain Quant Risk, 3, no. 1, 2018, 1  crossref
  9. Igor Kheifets, Carlos Velasco, “New Goodness-of-Fit Diagnostics for Conditional Discrete Response Models”, SSRN Journal, 2013  crossref
  10. Jihyun Kim, Joon Park, Bin Wang, “Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments”, SSRN Journal, 2024  crossref
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