1499 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. T. Bosch, J. Mukuddem‐Petersen, M. A. Petersen, I. Schoeman, “Optimal auditing in the banking industry”, Optim Control Appl Methods, 29, no. 2, 2008, 127  crossref
  2. Andreas Kyprianou, Victor Rivero, Batı Şengül, Ting Yang, “Entrance laws at the origin of self-similar Markov processes in high dimensions”, Trans. Amer. Math. Soc., 373, no. 9, 2020, 6227  crossref
  3. Aleksandar Mijatović, Peter Tankov, “A NEW LOOK AT SHORT‐TERM IMPLIED VOLATILITY IN ASSET PRICE MODELS WITH JUMPS”, Mathematical Finance, 26, no. 1, 2016, 149  crossref
  4. MARKUS HESS, “MODELING AND PRICING PRECIPITATION DERIVATIVES UNDER WEATHER FORECASTS”, Int. J. Theor. Appl. Finan., 19, no. 07, 2016, 1650051  crossref
  5. Martin Hairer, Xue-Mei Li, “Generating Diffusions with Fractional Brownian Motion”, Commun. Math. Phys., 396, no. 1, 2022, 91  crossref
  6. Jean-François Le Gall, 274, Brownian Motion, Martingales, and Stochastic Calculus, 2016, 97  crossref
  7. Alexander Iksanov, Wissem Jedidi, Fethi Bouzeffour, “Functional limit theorems for the number of busy servers in a G/G/∞ queue”, J. Appl. Probab., 55, no. 1, 2018, 15  crossref
  8. Stéphane Crépey, “BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART II: CVA”, Mathematical Finance, 25, no. 1, 2015, 23  crossref
  9. Johanna Garzón, Jaime San Martín, Soledad Torres, “A CLT for a class of stochastic integrals with application in statistics”, ALEA, 18, no. 1, 2021, 1085  crossref
  10. Aleš Černý, Jan Kallsen, “HEDGING BY SEQUENTIAL REGRESSIONS REVISITED”, Mathematical Finance, 19, no. 4, 2009, 591  crossref
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