317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. J. C. Jimenez, R. J. Biscay, T. Ozaki, “Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview”, Asia-Pacific Finan Markets, 12, no. 2, 2005, 109  crossref
  2. S. Cawston, L. Vostrikova, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 305  crossref
  3. Tsukasa Fujiwara, “From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes”, Asia-Pacific Finan Markets, 11, no. 4, 2004, 367  crossref
  4. Reik Börger, Álvaro Cartea, Rüdiger Kiesel, Gero Schindlmayr, “Cross‐commodity analysis and applications to risk management”, Journal of Futures Markets, 29, no. 3, 2009, 197  crossref
  5. Igor Skachkov, “Statistical Arbitrage: Medium Frequency Portfolio Trading”, SSRN Journal, 2013  crossref
  6. Leobardo Camacho-Solorio, Miroslav Krstic, 2018 IEEE Conference on Decision and Control (CDC), 2018, 1335  crossref
  7. Roman V. Ivanov, “The Semi-Hyperbolic Distribution and Its Applications”, Stats, 6, no. 4, 2023, 1126  crossref
  8. Jan Kallsen, From Stochastic Calculus to Mathematical Finance, 2006, 343  crossref
  9. Li-Xin Wang, “Speculative Dynamical Systems: How Technical Trading Rules Determine Price Dynamics”, SSRN Journal, 2014  crossref
  10. Michele Bufalo, Antonio Di Bari, Giovanni Villani, “Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate”, Ann Finance, 18, no. 2, 2022, 247  crossref
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