1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Jean-Luc Prigent, Olivier Renault, Olivier Scaillet, Mathematical Finance — Bachelier Congress 2000, 2002, 353  crossref
  2. Takaki Hayashi, Per A. Mykland, “EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH”, Mathematical Finance, 15, no. 2, 2005, 309  crossref
  3. Shou Jiang Zhao, Fu Qing Gao, “Large deviations for parameter estimators of some time inhomogeneous diffusion process”, Acta. Math. Sin.-English Ser., 27, no. 11, 2011, 2245  crossref
  4. Sándor Baran, Gyula Pap, Kinga Sikolya, “Testing stability in a spatial unilateral autoregressive model”, Communications in Statistics - Theory and Methods, 45, no. 4, 2016, 933  crossref
  5. F. Delbaen, W. Schachermayer, Seminar on Stochastic Analysis, Random Fields and Applications, 1999, 137  crossref
  6. M. Hübner, R. Khasminskii, B. L. Rozovskii, Stochastic Processes, 1993, 149  crossref
  7. Mun S. Ho, William R. M. Perraudin, Bent E. Sørensen, “A Continuous-Time Arbitrage-Pricing Model With Stochastic Volatility and Jumps”, Journal of Business & Economic Statistics, 14, no. 1, 1996, 31  crossref
  8. MORTEN MOSEGAARD CHRISTENSEN, ECKHARD PLATEN, “SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS”, Int. J. Theor. Appl. Finan., 10, no. 08, 2007, 1339  crossref
  9. D. Madan, M. Pistorius, M. Stadje, “On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation”, Finance Stoch, 21, no. 4, 2017, 1073  crossref
  10. GYULA PAP, “GENERAL SOLUTION OF THE FUNCTIONAL CENTRAL LIMIT PROBLEMS ON A LIE GROUP”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 07, no. 01, 2004, 43  crossref
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