317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. G. I. Belyavsky, N. V. Danilova, G. A. Ougolnitsky, “A Model to Coordinate Interests in Investment Management”, Int. Game Theory Rev., 25, no. 01, 2023, 2350002  crossref
  2. Sharif Mozumder, Taufiq Choudhry, Michael Dempsey, “Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis”, Comput Econ, 57, no. 4, 2021, 1287  crossref
  3. Jiti Gao, “Modelling long-range-dependent Gaussian processes with application in continuous-time financial models”, Journal of Applied Probability, 41, no. 2, 2004, 467  crossref
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  7. Dmitry B. Rokhlin, “Asymptotic arbitrage and numéraire portfolios in large financial markets”, Finance Stoch, 12, no. 2, 2008, 173  crossref
  8. E. Capobianco, 2003 IEEE International Workshop on Workload Characterization (IEEE Cat. No.03EX775), 2003, 222  crossref
  9. Olga Choustova, “Application of Bohmian Mechanics to Dynamics of Prices of Shares: Stochastic Model of Bohm–Vigier from Properties of Price Trajectories”, Int J Theor Phys, 47, no. 1, 2008, 252  crossref
  10. Kasper Larsen, Gordan Žitković, “On utility maximization under convex portfolio constraints”, Ann. Appl. Probab., 23, no. 2, 2013  crossref
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