1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. William I. Newman, “Emergence of patterns in random processes. II. Stochastic structure in random events”, Phys. Rev. E, 89, no. 6, 2014, 062113  crossref
  2. E. G. Coffman, A. A. Puhalskii, M. I. Reiman, “Polling Systems in Heavy Traffic: A Bessel Process Limit”, Mathematics of OR, 23, no. 2, 1998, 257  crossref
  3. Shuwen Lou, “Discrete approximation to Brownian motion with varying dimension in unbounded domains”, Electron. J. Probab., 27, no. none, 2022  crossref
  4. F. A. Ustinov, “A problem of the fastest detection of regime changing for Levy processes”, Moscow Univ. Math. Bull., 64, no. 2, 2009, 84  crossref
  5. Kun Tian, Dewen Xiong, Zhongxing Ye, “Dynamic CRRA-utility indifference value in generalized Cox process model”, J. Finan. Eng., 01, no. 04, 2014, 1450035  crossref
  6. Roberto Renò, “NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS”, Econom. Theory, 24, no. 5, 2008, 1174  crossref
  7. Robert A. Jarrow, Philip Protter, Alexandre F. Roch, “A liquidity-based model for asset price bubbles”, Quantitative Finance, 12, no. 9, 2012, 1339  crossref
  8. Oleksii Mostovyi, “Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption”, Finance Stoch, 19, no. 1, 2015, 135  crossref
  9. Junye Li, “Option-Implied Volatility Factors and the Cross-Section of Market Risk Premia”, SSRN Journal, 2011  crossref
  10. Monique Jeanblanc, Susanne Klöppel, Yoshio Miyahara, “Minimal fq-martingale measures for exponential Lévy processes”, Ann. Appl. Probab., 17, no. 5-6, 2007  crossref
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