317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Nils Chr. Framstad, “On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes”, Braz. J. Probab. Stat., 28, no. 2, 2014  crossref
  2. Rüdiger U. Seydel, Tools for Computational Finance, 2017, 307  crossref
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  7. Victor Korolev, Andrey Chertok, Alexander Korchagin, Alexander Zeifman, “Modeling High-Frequency Order Flow Imbalance by Functional Limit Theorems for Two-Sided Risk Processes”, SSRN Journal, 2014  crossref
  8. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Nonnormality”, Rev. Financ. Stud., 23, no. 5, 2010, 2139  crossref
  9. Igor Pavlov, 2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO), 2016, 432  crossref
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