1499 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Oleksii Mostovyi, Mihai Sîrbu, “Optimal investment and consumption with labor income in incomplete markets”, Ann. Appl. Probab., 30, no. 2, 2020  crossref
  2. E. A. Feinberg, A. N. Shiryaev, “On Forward and Backward Kolmogorov Equations for Pure Jump Markov Processes and Their Generalizations”, Theory Probab. Appl., 68, no. 4, 2024, 643  crossref
  3. Daniel Hernández-Hernández, Leonel Pérez-Hernández, 73, XII Symposium of Probability and Stochastic Processes, 2018, 135  crossref
  4. Yuping Song, Min Zhu, Jiawei Qiu, “Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets”, Journal Time Series Analysis, 2023, jtsa.12727  crossref
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  7. Young Lee, Patrick J. Laub, Thomas Taimre, Hongbiao Zhao, Jiancang Zhuang, “Exact simulation of extrinsic stress-release processes”, J. Appl. Probab., 59, no. 1, 2022, 105  crossref
  8. Otis B. Jennings, “Averaging Principles for a Diffusion-Scaled, Heavy-Traffic Polling Station with K Job Classes”, Mathematics of OR, 35, no. 3, 2010, 669  crossref
  9. Matteo Brachetta, Giorgia Callegaro, Claudia Ceci, Carlo Sgarra, “Optimal reinsurance via BSDEs in a partially observable model with jump clusters”, Finance Stoch, 28, no. 2, 2024, 453  crossref
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