1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Ole E. Barndorff-Nielsen, Neil Shephard, “Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics”, Econometrica, 72, no. 3, 2004, 885  crossref
  2. Torsten Senf, “On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients”, Stochastics and Stochastic Reports, 43, no. 3-4, 1993, 199  crossref
  3. Yongdai Kim, “Nonparametric Bayesian estimators for counting processes”, Ann. Statist., 27, no. 2, 1999  crossref
  4. Robert J. Elliott, Carlton-James U. Osakwe, “Option Pricing for Pure Jump Processes with Markov Switching Compensators”, Finance Stochast., 10, no. 2, 2006, 250  crossref
  5. Rick Durrett, Glen Swindle, “Coexistence results for catalysts”, Probab. Th. Rel. Fields, 98, no. 4, 1994, 489  crossref
  6. Nicole Bäuerle, “Risk management in credit risk portfolios with correlated assets”, Insurance: Mathematics and Economics, 30, no. 2, 2002, 187  crossref
  7. Richard Durrett, Mateo Restrepo, “One-dimensional stepping stone models, sardine genetics and Brownian local time”, Ann. Appl. Probab., 18, no. 1, 2008  crossref
  8. Robert Liptser, Alexander G. Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Sequential Analysis, 29, no. 2, 2010, 112  crossref
  9. Ilkka Norros, “A storage model with self-similar input”, Queueing Syst, 16, no. 3-4, 1994, 387  crossref
  10. Yongdai Kim, Jaeyong Lee, “A Bernstein–von Mises theorem in the nonparametric right-censoring model”, Ann. Statist., 32, no. 4, 2004  crossref
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