1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Takuji Arai, Yuto Imai, “A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus”, Applied Mathematical Finance, 25, no. 3, 2018, 247  crossref
  2. Tobias Fissler, Mark Podolskij, “Testing the maximal rank of the volatility process for continuous diffusions observed with noise”, Bernoulli, 23, no. 4B, 2017  crossref
  3. B. Chikvinidze, “A new sufficient condition for uniform integrability of stochastic exponentials”, Stochastics, 89, no. 3-4, 2017, 619  crossref
  4. Tianyang Nie, Marek Rutkowski, “Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales”, PUQR, 6, no. 4, 2021, 319  crossref
  5. Travis Fisher, Sergio Pulido, Johannes Ruf, “Financial models with defaultable numéraires”, Mathematical Finance, 29, no. 1, 2019, 117  crossref
  6. Financial Statistics and Mathematical Finance, 2012, 203  crossref
  7. Olivier Raimond, Tuan-Minh Nguyen, “Strongly vertex-reinforced jump process on a complete graph”, Ann. Inst. H. Poincaré Probab. Statist., 57, no. 3, 2021  crossref
  8. Kim Christensen, Allan Timmermann, Bezirgen Veliyev, “Warp Speed Price Moves: Jumps after Earnings Announcements”, SSRN Journal, 2023  crossref
  9. Adam D. Gomes, Andrew J. Heunis, 2021 Seventh Indian Control Conference (ICC), 2021, 301  crossref
  10. Fred Espen Benth, Paul Krühner, Stochastic Models for Prices Dynamics in Energy and Commodity Markets, 2023, 143  crossref
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