1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Masaaki Fukasawa, “Wiener spiral for volatility modeling”, Теория вероятностей и ее применения, 68, no. 3, 2023, 596  crossref
  2. Yukio Takeuchi, Naoya Takezawa, Hiroyasu Akakabe, “Real Optional Evaluation of Corporate Performance in Consideration of Its Rental, etc. Real Property”, Journal of Real Options and Strategy, 14, 2022, 1  crossref
  3. GABRIEL FRAHM, “CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE””, Int. J. Theor. Appl. Finan., 21, no. 04, 2018, 1892001  crossref
  4. V. Konarovskyi, “Sticky-reflected stochastic heat equation driven by colored noise”, Ukr. Mat. Zhurn., 72, no. 9, 2020, 1195  crossref
  5. Erick Treviño-Aguilar, “A Doob-Meyer decomposition under model ambiguity: the case of compactness”, ALEA, 18, no. 1, 2021, 617  crossref
  6. Thibault Jaisson, Mathieu Rosenbaum, “Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes”, Ann. Appl. Probab., 26, no. 5, 2016  crossref
  7. Pavel V. Gapeev, Yavor I. Stoev, “On the construction of non-affine jump-diffusion models”, Stochastic Analysis and Applications, 35, no. 5, 2017, 900  crossref
  8. Gui-Hua Zhao, Shu-Jun Liu, “Finite-time stabilization of nonlocal Lipschitzian stochastic time-varying nonlinear systems with Markovian switching”, Sci. China Inf. Sci., 65, no. 11, 2022, 212204  crossref
  9. Christoph Kühn, Björn Ulbricht, “Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation”, Stochastic Analysis and Applications, 33, no. 5, 2015, 792  crossref
  10. Yacine Aït-Sahalia, Jean Jacod, “From tick data to semimartingales”, Ann. Appl. Probab., 30, no. 6, 2020  crossref
Previous
1
46
47
48
49
50
51
52
145
Next