1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Alexander Schied, “Geometric aspects of Fleming-Viot and Dawson-Watanabe processes”, Ann. Probab., 25, no. 3, 1997  crossref
  2. Antonio Mele, “Fundamental Properties of Bond Prices in Models of the Short-Term Rate”, Rev. Financ. Stud., 16, no. 3, 2003, 679  crossref
  3. Ana-Maria Matache, Tobias von Petersdorff, Christoph Schwab, “Fast deterministic pricing of options on Lévy driven assets”, ESAIM: M2AN, 38, no. 1, 2004, 37  crossref
  4. Tomasz R. Bielecki, Monique Jeanblanc°, Marek Rutkowski, Stochastic Finance, 2006, 83  crossref
  5. Daniel L. Ocone, Barcelona Seminar on Stochastic Analysis, 1993, 147  crossref
  6. Ludger Overbeck, Johannes Weckend, “An Improved CIR Tree”, SSRN Journal, 2017  crossref
  7. Marco De Innocentis, Sergei Levendorskiĭ, “Pricing discrete barrier options and credit default swaps under Lévy processes”, Quantitative Finance, 14, no. 8, 2014, 1337  crossref
  8. J. A. Yan, 1485, Séminaire de Probabilités XXV, 1991, 95  crossref
  9. A. Puhalskii, “Large deviations of semimartingales via convergence of the predictable characteristics”, Stochastics and Stochastic Reports, 49, no. 1-2, 1994, 27  crossref
  10. Koji Kusuda, “IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS”, JORSJ, 67, no. 1, 2024, 18  crossref
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