1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Josep Lluís Solé, Frederic Utzet, “On the orthogonal polynomials associated with a Lévy process”, Ann. Probab., 36, no. 2, 2008  crossref
  2. Advances in Heavy Tailed Risk Modeling, 2015, 597  crossref
  3. Sylvie Méléard, 1627, Probabilistic Models for Nonlinear Partial Differential Equations, 1996, 42  crossref
  4. Xia Jianming, “Backward stochastic differential equation with random measures”, Acta Mathematicae Applicatae Sinica, 16, no. 3, 2000, 225  crossref
  5. Darrell Duffie, Mark Schroder, Costis Skiadas, “Recursive valuation of defaultable securities and the timing of resolution of uncertainty”, Ann. Appl. Probab., 6, no. 4, 1996  crossref
  6. Pavel V. Gapeev, Monique Jeanblanc, “On the Construction of Conditional Probability Densities in the Brownian and Compound Poisson Filtrations”, ESAIM: PS, 28, 2024, 62  crossref
  7. Dowon Hong, In-Suk Wee, “Convergence of Jump-Diffusion Modelsto the Black–Scholes Model”, Stochastic Analysis and Applications, 21, no. 1, 2003, 141  crossref
  8. Jean Jacod, “Sur la convergence des processus ponctuels”, Probab. Th. Rel. Fields, 76, no. 4, 1987, 573  crossref
  9. Ernst Eberlein, Handbook of Financial Time Series, 2009, 439  crossref
  10. Yifan Li, Ingmar Nolte, Sandra Nolte (Lechner), “Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation”, SSRN Journal, 2018  crossref
Previous
1
12
13
14
15
16
17
18
101
Next