1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. JOSÉ E. FIGUEROA‐LÓPEZ, “Central Limit Theorems for the Non‐Parametric Estimation of Time‐Changed Lévy Models”, Scandinavian J Statistics, 38, no. 4, 2011, 748  crossref
  2. Jie Yen Fan, Kais Hamza, Peter Jagers, Fima Klebaner, “Convergence of the age structure of general schemes of population processes”, Bernoulli, 26, no. 2, 2020  crossref
  3. Elena Bandini, “Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function”, ESAIM: COCV, 24, no. 1, 2018, 311  crossref
  4. Clayton Barnes, “Convergence of jump processes with stochastic intensity to Brownian motion with inert drift”, Bernoulli, 28, no. 2, 2022  crossref
  5. Sadillo Olimjonovich Sharipov, “Функциональная предельная теорема для критического ветвящегося процесса со слабо зависимой иммиграцией”, Дискретная математика, 36, no. 1, 2024, 136  crossref
  6. Antoine Jacquier, Patrick Roome, “Black-Scholes in a CEV Random Environment: A New Approach to Smile Modelling”, SSRN Journal, 2015  crossref
  7. Jan Kallsen, Johannes Muhle-Karbe, Richard Vierthauer, “Asymptotic power utility-based pricing and hedging”, Math Finan Econ, 8, no. 1, 2014, 1  crossref
  8. Li-kai Zhou, Zhong-gen Su, “Discretization error of irregular sampling approximations of stochastic integrals”, Appl. Math. J. Chin. Univ., 31, no. 3, 2016, 296  crossref
  9. Johannes P. Temme, “Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers”, Math Meth Oper Res, 76, no. 1, 2012, 21  crossref
  10. MARKUS HESS, “VIX MODELING FOR A MARKET INSIDER”, Int. J. Theor. Appl. Finan., 26, no. 04n05, 2023, 2350015  crossref
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