1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Li Wang, “Strong law of large number for branching hunt processes”, Acta. Math. Sin.-English Ser., 31, no. 7, 2015, 1189  crossref
  2. Mátyás Barczy, Márton Ispány, Gyula Pap, “Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer‐valued Autoregressive Models of Order 2”, Scandinavian J Statistics, 41, no. 4, 2014, 866  crossref
  3. Dane Rogers, Matthias Winkel, “A Ray–Knight representation of up-down Chinese restaurants”, Bernoulli, 28, no. 1, 2022  crossref
  4. Jan Kallsen, Arnd Pauwels, “Variance-Optimal Hedging in General Affine Stochastic Volatility Models”, Advances in Applied Probability, 42, no. 1, 2010, 83  crossref
  5. Stéphane Crépey, Financial Modeling, 2013, 45  crossref
  6. Da-cheng Yao, “Optimal policy for brownian inventory models with general convex inventory cost”, Acta Math. Appl. Sin. Engl. Ser., 29, no. 1, 2013, 187  crossref
  7. Paul Krühner, Martin Larsson, “Affine processes with compact state space”, Electron. J. Probab., 23, no. none, 2018  crossref
  8. Mátyás Barczy, Gyula Pap, “On convergence properties of infinitesimal generators of scaled multitype CBI processes∗”, Lith Math J, 56, no. 1, 2016, 1  crossref
  9. Victor F. Araman, Rene Caldentey, “Diffusion Approximations for a Class of Sequential Testing Problems”, SSRN Journal, 2019  crossref
  10. SANDRINE GÜMBEL, THORSTEN SCHMIDT, “DEFAULTABLE TERM STRUCTURES DRIVEN BY SEMIMARTINGALES”, Int. J. Theor. Appl. Finan., 24, no. 06n07, 2021, 2150032  crossref
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