1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Brahim Baadi, Youssef Ouknine, “Reflected BSDEs with optional barrier in a general filtration”, Afr. Mat., 29, no. 7-8, 2018, 1049  crossref
  2. J. Theodore Cox, Edwin A. Perkins, “Rescaling the spatial Lambda-Fleming-Viot process and convergence to super-Brownian motion”, Electron. J. Probab., 25, no. none, 2020  crossref
  3. Huayuan Dong, Paolo Guasoni, Eberhard Mayerhofer, “Rogue traders”, Finance Stoch, 27, no. 3, 2023, 539  crossref
  4. N.H. Bingham, John M. Fry, Rüdiger Kiesel, “Multivariate elliptic processes”, Statistica Neerlandica, 64, no. 3, 2010, 352  crossref
  5. Frank Gehmlich, Thorsten Schmidt, “DYNAMIC DEFAULTABLE TERM STRUCTURE MODELING BEYOND THE INTENSITY PARADIGM”, Mathematical Finance, 28, no. 1, 2018, 211  crossref
  6. Pierre Henry-Labordere, Xiaolu Tan, Nizar Touzi, “An Explicit Martingale Version of the One-Dimensional Brenier's Theorem with Full Marginals Constraint”, SSRN Journal, 2014  crossref
  7. Christian A. Fonseca-Mora, “Semimartingales on duals of nuclear spaces”, Electron. J. Probab., 25, no. none, 2020  crossref
  8. Nikolaos D. Macheras, Spyridon M. Tzaninis, “A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles”, Modern Stochastics: Theory and Applications, 2020, 43  crossref
  9. Mathias Vetter, Holger Dette, “Model checks for the volatility under microstructure noise”, Bernoulli, 18, no. 4, 2012  crossref
  10. Kim Christensen, Mark Podolskij, Mathias Vetter, “Bias-correcting the realized range-based variance in the presence of market microstructure noise”, Finance Stoch, 13, no. 2, 2009, 239  crossref
Previous
1
50
51
52
53
54
55
56
145
Next