1419 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. CLAUDIO FONTANA, “WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS”, Int. J. Theor. Appl. Finan., 18, no. 01, 2015, 1550005  crossref
  2. Nikolaos Limnios, Elena Yarovaya, “Diffusion approximation of near critical branching processes in fixed and random environment”, Stochastic Models, 35, no. 2, 2019, 209  crossref
  3. Shai Covo, “Two-Parameter Lévy Processes Along Decreasing Paths”, J Theor Probab, 24, no. 1, 2011, 150  crossref
  4. Laurent Duvernet, Christian Y. Robert, Mathieu Rosenbaum, “Testing the type of a semi-martingale: Itō against multifractal”, Electron. J. Statist., 4, no. none, 2010  crossref
  5. Yunyi Zhang, Dimitris N Politis, “Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees”, Information and Inference: A Journal of the IMA, 12, no. 1, 2023, 157  crossref
  6. Jan Bergenthum, Ludger Rüschendorf, “Comparison of Option Prices in Semimartingale Models”, Finance Stochast., 10, no. 2, 2006, 222  crossref
  7. Giovanni Conforti, Paolo Dai Pra, Sylvie Rœlly, “Reciprocal Class of Jump Processes”, J Theor Probab, 30, no. 2, 2017, 551  crossref
  8. Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 239  crossref
  9. Philipp A. Mayer, Natalie Packham, Wolfgang M. Schmidt, “Static Hedging Under Maturity Mismatch”, SSRN Journal, 2011  crossref
  10. Zhongwen Liang, Zhongjian Lin, Cheng Hsiao, “Local Linear Estimation of a Nonparametric Cointegration Model”, Econometric Reviews, 34, no. 6-10, 2015, 882  crossref
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