315 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Omar Glonti, Zaza Khechinashvili, 2012 IV International Conference "Problems of Cybernetics and Informatics" (PCI), 2012, 1  crossref
  2. Elhoussain Arhrrabi, M’hamed Elomari, Said Melliani, Lalla Saadia Chadli, Ferdinando Di Martino, “Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions”, Advances in Fuzzy Systems, 2021, 2021, 1  crossref
  3. Gerold Alsmeyer, Markus Jaeger, “A Useful Extension of Itô’s Formula with Applications to Optimal Stopping”, Acta Math Sinica, 21, no. 4, 2005, 779  crossref
  4. Nikolai Dokuchaev, “On Models for Portfolio Selection with Short-Term Forecasting”, SSRN Journal, 2012  crossref
  5. Vladimir S. Koroliuk, Raimondo Manca, Guglielmo D’Amico, “Stochastic impulsive processes on a superposition of two renewal processes”, J Math Sci, 206, no. 1, 2015, 58  crossref
  6. Kais Hamza, Saul Jacka, Fima Klebaner, “The equivalent martingale measure conditions in a general model for interest rates”, Advances in Applied Probability, 37, no. 2, 2005, 415  crossref
  7. Vadim Lesnevski, Barry L. Nelson, Jeremy Staum, “Simulation of Coherent Risk Measures Based on Generalized Scenarios”, Management Science, 53, no. 11, 2007, 1756  crossref
  8. Larry A. Shepp, Albert N. Shiryaev, Agnes Sulem, Advances in Finance and Stochastics, 2002, 271  crossref
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  10. Mathias Karth, Joachim Peinke, “Stochastic modeling of fat‐tailed probabilities of foreign exchange rates”, Complexity, 8, no. 2, 2002, 34  crossref
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