1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Kun Tian, Dewen Xiong, Zhongxing Ye, “Dynamic CRRA-Utility Indifference Value in Generalized Cox Model”, SSRN Journal, 2014  crossref
  2. Hyejin Ku, “Liquidity Risk with Coherent Risk Measures”, Applied Mathematical Finance, 13, no. 2, 2006, 131  crossref
  3. Sabir Umarov, Frederick Daum, Kenric Nelson, “Fractional generalizations of filtering problems and their associated fractional Zakai equations”, Fract Calc Appl Anal, 17, no. 3, 2014, 745  crossref
  4. Rosario Delgado, “A two-queue polling model with priority on one queue and heavy-tailed On/Off sources: a heavy-traffic limit”, Queueing Syst, 83, no. 1-2, 2016, 57  crossref
  5. Liuren Wu, Peter P. Carr, “Variance Risk Premia”, SSRN Journal, 2007  crossref
  6. Wenyuan Wang, Ran Xu, “General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes”, JIMO, 18, no. 2, 2022, 795  crossref
  7. Markus Fischer, Peter Imkeller, “Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback”, Stochastic Analysis and Applications, 24, no. 1, 2006, 135  crossref
  8. Rick Durrett, Probability, 2019  crossref
  9. Luminita Manuela Bujorianu, Stochastic Reachability Analysis of Hybrid Systems, 2012, 31  crossref
  10. Qing Zhou, “Power Utility Maximization in an Exponential Lévy Model Without a Risk-free Asset”, Acta Mathematicae Applicatae Sinica, English Series, 21, no. 1, 2005, 145  crossref
Previous
1
25
26
27
28
29
30
31
101
Next