1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi, “Option Pricing Using a Skew Random Walk Binary Tree”, JRFM, 17, no. 4, 2024, 138  crossref
  2. Yulin Song, Yingchao Xie, “Existence of Density Functions for the Running Maximum of a Lévy-Itô Diffusion”, Potential Anal, 48, no. 1, 2018, 35  crossref
  3. Sem Borst, Florian Simatos, “A stochastic network with mobile users in heavy traffic”, Queueing Syst, 74, no. 1, 2013, 1  crossref
  4. Mohamed Erraoui, Astrid Hilbert, Mohammed Louriki, “On a Lévy process pinned at random time”, Forum Mathematicum, 33, no. 2, 2021, 397  crossref
  5. Anatolii Puhalskii, Burton Simon, “Discrete Evolutionary Birth-Death Processes and Their Large Population Limits”, Stochastic Models, 28, no. 3, 2012, 388  crossref
  6. Jean Jacod, Michael Sørensen, “A review of asymptotic theory of estimating functions”, Stat Inference Stoch Process, 21, no. 2, 2018, 415  crossref
  7. Peter Benner, Martin Redmann, “Model reduction for stochastic systems”, Stoch PDE: Anal Comp, 3, no. 3, 2015, 291  crossref
  8. Per A. Mykland, Lan Zhang, “Between Data Cleaning and Inference: Pre-Averaging and Robust Estimators of the Efficient Price”, SSRN Journal, 2016  crossref
  9. Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing, “Abstract, classic, and explicit turnpikes”, Finance Stoch, 18, no. 1, 2014, 75  crossref
  10. Olga Aryasova, Ilya Pavlyukevich, Andrey Pilipenko, “Homogenization of a Multivariate Diffusion with Semipermeable Interfaces”, J Theor Probab, 2024  crossref
Previous
1
48
49
50
51
52
53
54
145
Next