317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Aleksey S. Polunchenko, Grigory Sokolov, “An Analytic Expression for the Distribution of the Generalized Shiryaev–Roberts Diffusion”, Methodol Comput Appl Probab, 18, no. 4, 2016, 1153  crossref
  2. Sergei A. Melnyk, Anna A. Kharkhota, “Differential Representation of a Samuelson Model with a Telegraph Drift”, Tatra Mountains Mathematical Publications, 69, no. 1, 2017, 45  crossref
  3. Ole E. Barndorff-Nielsen, Neil Shephard, “Variation, Jumps, Market Frictions and High Frequency Data in Financial Econometrics”, SSRN Journal, 2005  crossref
  4. Salvador Ortiz-Latorre, 6, Extended Abstracts Summer 2015, 2017, 133  crossref
  5. M. Jeanblanc, N. Privault, Seminar on Stochastic Analysis, Random Fields and Applications III, 2002, 189  crossref
  6. F. E. Benth, L. Vos, “Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets”, Advances in Applied Probability, 45, no. 2, 2013, 572  crossref
  7. Ryszard Szupiluk, “System uczenia głębokiego dla eliminacji szumów z wykorzystaniem dywergencji alpha”, QME, 24, no. 4, 2024, 242  crossref
  8. Jiaojiao Zhang, Xiuchun Bi, Rong Li, Shuguang Zhang, “Pricing credit derivatives under fractional stochastic interest rate models with jumps”, J Syst Sci Complex, 30, no. 3, 2017, 645  crossref
  9. Johannes Leitner, Mathematical Finance, 2001, 250  crossref
  10. Charles-Albert Lehalle, Handbook on Systemic Risk, 2013, 549  crossref
Previous
1
11
12
13
14
15
16
17
32
Next