317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. 艳莲 邓, “Pricing Multi-Period Return Guarantees Combined with Asset Allocation Strategy under Fractional Brownian Motion”, FIN, 06, no. 02, 2016, 64  crossref
  2. Mahmoud Abouagwa, Feifei Cheng, Ji Li, “Impulsive stochastic fractional differential equations driven by fractional Brownian motion”, Adv Differ Equ, 2020, no. 1, 2020, 57  crossref
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  5. Fred Espen Benth, Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, “Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk”, Applied Mathematical Finance, 22, no. 1, 2015, 28  crossref
  6. Julia Benditkis, Arnold Janssen, “Finite sample bounds for expected number of false rejections under martingale dependence with applications to FDR”, Electron. J. Statist., 11, no. 1, 2017  crossref
  7. George‐Jason Siouris, Despoina Skilogianni, Alex Karagrigoriou, Data Analysis and Applications 4, 2020, 1  crossref
  8. Tak Kuen Siu, Howell Tong, Hailiang Yang, “On Bayesian Value at Risk: From Linear to Non-Linear Portfolios”, Asia-Pacific Finan Markets, 11, no. 2, 2004, 161  crossref
  9. Ernst Eberlein, Dilip B. Madan, “The Distribution of Returns at Longer Horizons”, SSRN Journal, 2010  crossref
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