1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Andrea Posilicano, “Convergence of distorted Brownian motions and singular Hamiltonians”, Potential Anal, 5, no. 3, 1996, 241  crossref
  2. Jean Jacod, “Limit of Random Measures Associated with the Increments of a Brownian Semimartingale”, Journal of Financial Econometrics, 16, no. 4, 2018, 526  crossref
  3. Youssef Elouerkhaoui, Credit Correlation, 2017, 341  crossref
  4. Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang, “A posteriori error estimates for fully coupled McKean–Vlasov forward-backward SDEs”, IMA Journal of Numerical Analysis, 2023, drad060  crossref
  5. Ernst Eberlein, Nataliya Koval, “A cross-currency Lévy market model”, Quantitative Finance, 6, no. 6, 2006, 465  crossref
  6. V. S. Korolyuk, V. K. Yasinskii, I. V. Yurchenko, “Stability of diffusion stochastic functional differential equations with Markov parameters”, Cybern Syst Anal, 44, no. 1, 2008, 56  crossref
  7. “Bridges with Random Length and Pinning Point for Modelling the Financial Information”, 2022  crossref
  8. JOSÉ MANUEL CORCUERA, GIULIA DI NUNNO, “KYLE–BACK’S MODEL WITH A RANDOM HORIZON”, Int. J. Theor. Appl. Finan., 21, no. 02, 2018, 1850016  crossref
  9. Gianluca Cassese, “A Note on Asset Bubbles in Continuous-Time”, SSRN Journal, 2001  crossref
  10. Jonathan Bennett, Jiang-Lun Wu, “An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes”, Stochastic Analysis and Applications, 26, no. 3, 2008, 471  crossref
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