1000 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Rami Atar, Yair Y. Shaki, Adam Shwartz, “A blind policy for equalizing cumulative idleness”, Queueing Syst, 67, no. 4, 2011, 275  crossref
  2. Jeremy Thane Clark, Loïc Dubois, “A Brownian Particle in a Microscopic Periodic Potential”, J Stat Phys, 155, no. 2, 2014, 323  crossref
  3. D. De Vallière, E. Denis, Y. Kabanov, “Hedging of American options under transaction costs”, Finance Stoch, 13, no. 1, 2009, 105  crossref
  4. Andrea Collevecchio, Kais Hamza, Meng Shi, Ruth J. Williams, “Limit theorems and ergodicity for general bootstrap random walks”, Electron. J. Probab., 27, no. none, 2022  crossref
  5. Valentine Genon-Catalot, Catherine Laredo, Michael Nussbaum, “Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift”, Ann. Statist., 30, no. 3, 2002  crossref
  6. Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal, “Robust Market Making”, SSRN Journal, 2013  crossref
  7. Solesne Bourguin, Claudio Durastanti, Domenico Marinucci, Giovanni Peccati, 7, Stochastic Analysis for Poisson Point Processes, 2016, 295  crossref
  8. Jean-Luc Prigent, “Incomplete markets: convergence of options values under the minimal martingale measure”, Advances in Applied Probability, 31, no. 4, 1999, 1058  crossref
  9. Vygantas Paulauskas, Svetlozar T. Rachev, “Cointegrated processes with infinite variance innovations”, Ann. Appl. Probab., 8, no. 3, 1998  crossref
  10. Chris A. J. Klaassen, Selected Works of Willem van Zwet, 2012, 103  crossref
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