1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Ryan Francis Donnelly, “Ambiguity Aversion in Algorithmic and High Frequency Trading”, SSRN Journal, 2014  crossref
  2. A. Puhalskii, “Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem”, Stochastics and Stochastic Reports, 61, no. 3-4, 1997, 141  crossref
  3. Michael Johannes, “The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models”, The Journal of Finance, 59, no. 1, 2004, 227  crossref
  4. Mariusz Michta, Jerzy Motyl, “Second Order Stochastic Inclusion”, Stochastic Analysis and Applications, 22, no. 3, 2004, 701  crossref
  5. Budhi Arta Surya, “Conditional Phase-Type Distribution Under Doubly Stochastic Jump Markov Processes with Observed Covariates”, SSRN Journal, 2016  crossref
  6. Samuele Stivanello, Gianmarco Bet, Alessandra Bianchi, Marco Lenci, Elena Magnanini, “Limit theorems for Lévy flights on a 1D Lévy random medium”, Electron. J. Probab., 26, no. none, 2021  crossref
  7. Svante Janson, Malwina J. Luczak, “Asymptotic normality of the k-core in random graphs”, Ann. Appl. Probab., 18, no. 3, 2008  crossref
  8. Bent E. Sørensen, “Continuous Record Asymptotics in Systems of Stochastic Differential Equations”, Econ Theory, 8, no. 01, 1992, 28  crossref
  9. Peter P. Carr, Xavier Gabaix, Liuren Wu, “Linearity-Generating Processes, Unspanned Stochastic Volatility, and Interest-Rate Option Pricing”, SSRN Journal, 2011  crossref
  10. Wissem Jedidi, Ning Cai, “Local Asymptotic Normality Complexity Arising in a Parametric Statistical Lévy Model”, Complexity, 2021, 2021, 1  crossref
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