1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Clément Pellegrini, “Markov chains approximation of jump–diffusion stochastic master equations”, Ann. Inst. H. Poincaré Probab. Statist., 46, no. 4, 2010  crossref
  2. Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto, “A general HJM framework for multiple yield curve modelling”, Finance Stoch, 20, no. 2, 2016, 267  crossref
  3. Sonja Cox, Sven Karbach, Asma Khedher, “An infinite‐dimensional affine stochastic volatility model”, Mathematical Finance, 32, no. 3, 2022, 878  crossref
  4. Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi, “The fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 16, no. 4, 2012, 741  crossref
  5. Zbigniew Palmowski, Paweł Stȩpniak, “Last-Passage American Cancelable Option in Lévy Models”, JRFM, 16, no. 2, 2023, 82  crossref
  6. Henryk Gzyl, Enrique ter Horst, Samuel W. Malone, “Bayesian parameter inference for models of the Black and Scholes type”, Appl Stoch Models Bus & Ind, 24, no. 6, 2008, 507  crossref
  7. James A. Primbs, Muruhan Rathinam, “Trader Behavior and its Effect on Asset Price Dynamics”, Applied Mathematical Finance, 16, no. 2, 2009, 151  crossref
  8. Leif Döring, Andreas E. Kyprianou, “Entrance and exit at infinity for stable jump diffusions”, Ann. Probab., 48, no. 3, 2020  crossref
  9. Yuta Koike, “Inference for time-varying lead–lag relationships from ultra-high-frequency data”, Jpn J Stat Data Sci, 4, no. 1, 2021, 643  crossref
  10. Zbigniew Palmowski, “Ruin probabilities for risk process in a regime-switching environment”, Scandinavian Actuarial Journal, 2022, no. 7, 2022, 565  crossref
Previous
1
33
34
35
36
37
38
39
142
Next