1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Aihua Xia, 1526, Séminaire de Probabilités XXVI, 1992, 32  crossref
  2. Roman V. Ivanov, “On the Pricing of American Options in Exponential Lévy Markets”, Journal of Applied Probability, 44, no. 2, 2007, 409  crossref
  3. Rami Atar, Nir Solomon, “Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown”, Queueing Syst, 69, no. 3-4, 2011, 217  crossref
  4. R. Mikuleviĉius, H. Pragarauskas, “On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator”, Lith Math J, 33, no. 4, 1993, 352  crossref
  5. J.W. Nieuwenhuis, M.H. Vellekoop, “Weak convergence of tree methods, to price options on defaultable assets”, Decisions Econ Finan, 27, no. 2, 2004, 87  crossref
  6. François Coquet, Jean Mémin, 1583, Séminaire de Probabilités XXVIII, 1994, 279  crossref
  7. Bruno Bouchard, Xiaolu Tan, “Understanding the dual formulation for the hedging of path-dependent options with price impact”, Ann. Appl. Probab., 32, no. 3, 2022  crossref
  8. Albert N. Shiryaev, 95, Probability-1, 2016, 159  crossref
  9. P. E. Greenwood, A. N. Shiryaev, “Asymptotic minimaxity of a sequential estimator for a first order autoregressive model”, Stochastics and Stochastic Reports, 38, no. 1, 1992, 49  crossref
  10. Ernst Eberlein, Quantitative Energy Finance, 2014, 85  crossref
Previous
1
36
37
38
39
40
41
42
101
Next