1449 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Yuchao Dong, Lyudmila Vostrikova, “Utility maximization of the exponential Lévy switching models”, Теория вероятностей и ее применения, 69, no. 1, 2024, 161  crossref
  2. Alexander Iksanov, Alexander Marynych, Matthias Meiners, “Asymptotics of random processes with immigration I: Scaling limits”, Bernoulli, 23, no. 2, 2017  crossref
  3. Marc Jeannin, Martijn Pistorius, “A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes”, Quantitative Finance, 10, no. 6, 2010, 629  crossref
  4. Ekaterina Bulinskaya, 208, Modern Problems of Stochastic Analysis and Statistics, 2017, 349  crossref
  5. MARKUS HESS, “THE VIX AND FUTURE INFORMATION”, Int. J. Theor. Appl. Finan., 24, no. 06n07, 2021, 2150038  crossref
  6. Federico M. Bandi, Roberto Renò, “Price and Volatility Co-Jumps”, SSRN Journal, 2011  crossref
  7. Sjoerd Dirksen, Ivan Yaroslavtsev, “Lq‐valued Burkholder–Rosenthal inequalities and sharp estimates for stochastic integrals”, Proceedings of London Math Soc, 119, no. 6, 2019, 1633  crossref
  8. Quan Shi, Alexander R. Watson, “Probability tilting of compensated fragmentations”, Electron. J. Probab., 24, no. none, 2019  crossref
  9. Jihyun Kim, Joon Y. Park, Bin Wang, “ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS”, Econom. Theory, 37, no. 5, 2021, 926  crossref
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