1418 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Ivan Yaroslavtsev, “Burkholder–Davis–Gundy Inequalities in UMD Banach Spaces”, Commun. Math. Phys., 379, no. 2, 2020, 417  crossref
  2. Antonis Papapantoleon, Dylan Possamaï, Alexandros Saplaouras, “Existence and uniqueness results for BSDE with jumps: the whole nine yards”, Electron. J. Probab., 23, no. none, 2018  crossref
  3. Camilo Hernández, Dylan Possamaï, “Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents”, Ann. Appl. Probab., 33, no. 2, 2023  crossref
  4. Almut E.D. Veraart, “INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES”, Econom. Theory, 26, no. 2, 2010, 331  crossref
  5. BERNT ØKSENDAL, “THE VALUE OF INFORMATION IN STOCHASTIC CONTROL AND FINANCE”, Australian Economic Papers, 44, no. 4, 2005, 352  crossref
  6. Jan Kallsen, Arnd Pauwels, “Variance-Optimal Hedging for Time-Changed Lévy Processes”, Applied Mathematical Finance, 18, no. 1, 2011, 1  crossref
  7. Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt, “Static hedging under maturity mismatch”, Finance Stoch, 19, no. 3, 2015, 509  crossref
  8. Tomasz Klimsiak, Andrzej Rozkosz, “Long-time asymptotic behaviour of the value function in nonlinear stopping problems”, ALEA, 19, no. 2, 2022, 1133  crossref
  9. Robert A. Jarrow, Martin Larsson, “On Aggregation and Representative Agent Equilibria”, SSRN Journal, 2017  crossref
  10. Stylianos Georgiadis, Nikolaos Limnios, 71, Applications of Mathematics and Informatics in Military Science, 2012, 221  crossref
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