1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Marcel Nutz, “The Bellman equation for power utility maximization with semimartingales”, Ann. Appl. Probab., 22, no. 1, 2012  crossref
  2. Zhengyan Lin, Hanchao Wang, “On Convergence to Stochastic Integrals”, J Theor Probab, 29, no. 3, 2016, 717  crossref
  3. Nikola Sandrić, “Recurrence and Transience Criteria for Two Cases of Stable-Like Markov Chains”, J Theor Probab, 27, no. 3, 2014, 754  crossref
  4. Lijun Bo, Agostino Capponi, “OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK”, Mathematical Finance, 26, no. 4, 2016, 785  crossref
  5. Grigorios A. Pavliotis, 60, Stochastic Processes and Applications, 2014, 55  crossref
  6. Monique Jeanblanc, Marc Yor, Marc Chesney, “Mathematical Methods for Financial Markets”, Finance, Vol. 31, no. 1, 2010, 81  crossref
  7. Kunyang Song, Yuping Song, Hanchao Wang, “Threshold reweighted Nadaraya–Watson estimation of jump-diffusion models”, PUQR, 7, no. 1, 2022, 31  crossref
  8. C. Kühn, A. E. Kyprianou, K. van Schaik, “Pricing Israeli options: a pathwise approach”, Stochastics, 79, no. 1-2, 2007, 117  crossref
  9. Martin Schweizer, Danijel Zivoi, Mario Sikic, “Dynamic Mean-Variance Optimisation Problems with Deterministic Information”, SSRN Journal, 2017  crossref
  10. Mathias Vetter, “Estimation of integrated volatility of volatility with applications to goodness-of-fit testing”, Bernoulli, 21, no. 4, 2015  crossref
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