1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Dörte Kreher, Cassandra Milbradt, “Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model”, SIAM J. Finan. Math., 14, no. 1, 2023, 1  crossref
  2. Johannes Muhle-Karbe, Mathias Beiglböck, Johannes Temme, “Utility Maximization, Risk Aversion, and Stochastic Dominance”, SSRN Journal, 2011  crossref
  3. Alexander Sokol, Niels Richard Hansen, “Exponential Martingales and Changes of Measure for Counting Processes”, Stochastic Analysis and Applications, 33, no. 5, 2015, 823  crossref
  4. Option Pricing and Estimation of Financial Models with R, 2011, 79  crossref
  5. Mohamed Ben Alaya, Ahmed Kebaier, “Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases”, Stochastic Models, 28, no. 4, 2012, 609  crossref
  6. Jianxi Su, “Multiple Risk Factor Dependence Structures: Copulas and Related Properties”, SSRN Journal, 2016  crossref
  7. Aleš Černý, Christoph Czichowsky, “The Law of One Price in Mean–Variance Hedging”, SSRN Journal, 2022  crossref
  8. Martin Keller‐Ressel, Antonis Papapantoleon, Josef Teichmann, “THE AFFINE LIBOR MODELS”, Mathematical Finance, 23, no. 4, 2013, 627  crossref
  9. Martin Riesner, “Locally Risk-minimizing Hedging of Insurance Payment Streams”, ASTIN Bull., 37, no. 1, 2007, 67  crossref
  10. Martijn Pistorius, Mitja Stadje, “On dynamic deviation measures and continuous-time portfolio optimization”, Ann. Appl. Probab., 27, no. 6, 2017  crossref
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