1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Claudio Moni, “Locally Risk-Free Asset Implied by a Finite Set of Assets”, SSRN Journal, 2014  crossref
  2. Yoichi Nishiyama, “Weak convergence of some classes of martingales with jumps”, Ann. Probab., 28, no. 2, 2000  crossref
  3. Reinhard Höpfner, Klaus Brodda, “A stochastic model and a functional central limit theorem for information processing in large systems of neurons”, J. Math. Biol., 52, no. 4, 2006, 439  crossref
  4. Nizar Touzi, “Optimal insurance demand under marked point processes shocks”, Ann. Appl. Probab., 10, no. 1, 2000  crossref
  5. N. Lazrieva, T. Sharia, T. Toronjadze†, “The Robbins–Monro type stochastic differential equations. II. Asymptotic behaviour of solutions”, Stochastics and Stochastic Reports, 75, no. 3, 2003, 153  crossref
  6. Rami Atar, Amarjit Budhiraja, “Stability Properties of Constrained Jump-Diffusion Processes”, Electron. J. Probab., 7, no. none, 2002  crossref
  7. Manon Costa, Carl Graham, Laurence Marsalle, Viet Chi Tran, “Renewal in Hawkes processes with self-excitation and inhibition”, Adv. Appl. Probab., 52, no. 3, 2020, 879  crossref
  8. Ole E. Barndorff-Nielsen, Neil Shephard, Lévy Processes, 2001, 283  crossref
  9. Markus Leippold, Zvi Wiener, “Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models”, Rev Deriv Res, 7, no. 3, 2004, 213  crossref
  10. Harold J. Kushner, Applied and Computational Control, Signals, and Circuits, 2001, 31  crossref
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