1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Jerome Detemple, Marcel Rindisbacher, Scott Robertson, “Dynamic Noisy Rational Expectations Equilibrium With Insider Information”, ECTA, 88, no. 6, 2020, 2697  crossref
  2. Bingham, Bingham, “The worldwide influence of the work of B. V. Gnedenko”, Теория вероятностей и ее применения, 58, no. 1, 2013, 27  crossref
  3. Andreas Basse-O’Connor, Jan Rosiński, “On infinitely divisible semimartingales”, Probab. Theory Relat. Fields, 164, no. 1-2, 2016, 133  crossref
  4. David Criens, “Propagation of Chaos for Weakly Interacting Mild Solutions to Stochastic Partial Differential Equations”, J Stat Phys, 190, no. 6, 2023, 114  crossref
  5. Qingshuo Song, Pengfei Yang, “Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution”, Quantitative Finance, 15, no. 5, 2015, 901  crossref
  6. Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde, Neil Shephard, “Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading”, SSRN Journal, 2010  crossref
  7. Nicolas Fournier, “On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes”, Ann. Inst. H. Poincaré Probab. Statist., 49, no. 1, 2013  crossref
  8. Christoph Czichowsky, “Time-consistent mean-variance portfolio selection in discrete and continuous time”, Finance Stoch, 17, no. 2, 2013, 227  crossref
  9. Sergey Nadtochiy, “A simple microstructural explanation of the concavity of price impact”, Mathematical Finance, 32, no. 1, 2022, 78  crossref
  10. Almut Veraart, Luitgard A. M. Veraart, “Stochastic Volatility and Stochastic Leverage”, SSRN Journal, 2009  crossref
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