1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Zhengjun Jiang, “Optimal Dividend Policy when Cash Reserves Follow a Jump-Diffusion Process Under Markov-Regime Switching”, Journal of Applied Probability, 52, no. 1, 2015, 209  crossref
  2. Dacheng Xiu, “Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data”, SSRN Journal, 2010  crossref
  3. Portfolio Optimization with Different Information Flow, 2017, 165  crossref
  4. Roland C. Seydel, Rüdiger Frey, “Optimal Securitization of Credit Portfolios via Impulse Control”, SSRN Journal, 2010  crossref
  5. Xin-Bing Kong, Zhi Liu, Bing-Yi Jing, “Testing for pure-jump processes for high-frequency data”, Ann. Statist., 43, no. 2, 2015  crossref
  6. M. Escobar, D. Neykova, R. Zagst, “HARA utility maximization in a Markov-switching bond–stock market”, Quantitative Finance, 17, no. 11, 2017, 1715  crossref
  7. Julian Kern, “Skorokhod topologies”, Math Semesterber, 71, no. 1, 2024, 1  crossref
  8. Claudia Klüppelberg, Muneya Matsui, “Generalized fractional Lévy processes with fractional Brownian motion limit”, Advances in Applied Probability, 47, no. 4, 2015, 1108  crossref
  9. P Di Tella, Hans-Jurgen Engelbert, “The predictable representation property of compensated-covariation stable families of martingales”, Теория вероятностей и ее применения, 60, no. 1, 2015, 99  crossref
  10. Marcel Nutz, “Risk aversion asymptotics for power utility maximization”, Probab. Theory Relat. Fields, 152, no. 3-4, 2012, 703  crossref
Previous
1
39
40
41
42
43
44
45
142
Next