1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Yu. M. Kabanov, D. O. Kramkov, “Large Financial Markets: Asymptotic Arbitrage and Contiguity”, Theory Probab. Appl., 39, no. 1, 1995, 182  crossref
  2. Dilip B. Madan, Frank Milne, “Option Pricing With V. G. Martingale Components1”, Mathematical Finance, 1, no. 4, 1991, 39  crossref
  3. Joseph Najnudel, Ashkan Nikeghbali, Alain Rouault, “Limit Theorems for Orthogonal Polynomials Related to Circular Ensembles”, J Theor Probab, 29, no. 4, 2016, 1199  crossref
  4. Nikolaos Limnios, Anatoliy Swishchuk, Discrete-Time Semi-Markov Random Evolutions and Their Applications, 2023, 55  crossref
  5. Richard D. Gill, 1581, Lectures on Probability Theory, 1994, 115  crossref
  6. Raymond Rishel, Kurt Helmes, “A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem”, SIAM J. Control Optim., 45, no. 2, 2006, 580  crossref
  7. Robert L. Wolpert, Katja Ickstadt, 133, Practical Nonparametric and Semiparametric Bayesian Statistics, 1998, 227  crossref
  8. Peter C. B. Phillips, Jun Yu, “Information loss in volatility measurement with flat price trading”, Empir Econ, 64, no. 6, 2023, 2957  crossref
  9. Takuya Yoshioka, Takafumi Hikichi, Masato Miyoshi, “Dereverberation by Using Time-Variant Nature of Speech Production System”, EURASIP J. Adv. Signal Process., 2007, no. 1, 2007, 065698  crossref
  10. Michael S. Johannes, Nick Polson, Jonathan R. Stroud, “Nonlinear Filtering of Stochastic Differential Equations with Jumps”, SSRN Journal, 2002  crossref
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