1449 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Francesca Biagini, Alessandro Gnoatto, Maximilian Härtel, “Long-Term Yield in an Affine HJM Framework on $S_{d}^{+}$ S d +”, Appl Math Optim, 77, no. 3, 2018, 405  crossref
  2. Antonis Papapantoleon, Dylan Possamaï, Alexandros Saplaouras, “Stability results for martingale representations: The general case”, Trans. Amer. Math. Soc., 372, no. 8, 2019, 5891  crossref
  3. Markus Hess, “Optimal Liquidation of Electricity Futures Portfolios: An Anticipative Market Impact Model”, SSRN Journal, 2013  crossref
  4. V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin, E. V. Kossova, A. I. Zeifman, “A Note on Functional Limit Theorems for Compound Cox Processes*”, J Math Sci, 218, no. 2, 2016, 182  crossref
  5. Kengo Kamatani, “Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution”, Bernoulli, 24, no. 4B, 2018  crossref
  6. Rüdiger Frey, Thorsten Schmidt, “Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering”, Finance Stoch, 16, no. 1, 2012, 105  crossref
  7. Johann Gehringer, Xue-Mei Li, 378, Geometry and Invariance in Stochastic Dynamics, 2021, 137  crossref
  8. Akio Fujiwara, Koichi Yamagata, “Noncommutative Lebesgue decomposition and contiguity with applications in quantum statistics”, Bernoulli, 26, no. 3, 2020  crossref
  9. Michele Azzone, Lorenzo Torricelli, “Explicit Option Pricing With Additive Processes”, SSRN Journal, 2023  crossref
  10. Ibrahima Dramé, Étienne Pardoux, “Approximation of a generalized continuous-state branching process with interaction”, Electron. Commun. Probab., 23, no. none, 2018  crossref
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