1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Arnaud Gloter, Jean Jacod, “Diffusions with measurement errors. I. Local Asymptotic Normality”, ESAIM: PS, 5, 2001, 225  crossref
  2. E. Eberlein, J. Liinev, “The Lévy Swap Market Model”, Applied Mathematical Finance, 14, no. 2, 2007, 171  crossref
  3. Dietmar P.J. Leisen, “The random-time binomial model”, Journal of Economic Dynamics and Control, 23, no. 9-10, 1999, 1355  crossref
  4. Jean Jacod, 1372, Séminaire de Probabilités XXIII, 1989, 448  crossref
  5. Ernst Eberlein, “On Modeling Questions In Security Valuation”, Mathematical Finance, 2, no. 1, 1992, 17  crossref
  6. R. W. R. Darling, J. R. Norris, “Structure of large random hypergraphs”, Ann. Appl. Probab., 15, no. 1A, 2005  crossref
  7. Elisa Luciano, Luca Regis, Elena Vigna, “Delta and Gamma Hedging of Mortality and Interest Rate Risk”, SSRN Journal, 2011  crossref
  8. Jia-An Yan, Introduction to Stochastic Finance, 2018, 343  crossref
  9. Thilo Meyer-Brandis, “Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions”, Stochastics, 80, no. 4, 2008, 371  crossref
  10. T. O. Lukashiv, I. V. Yurchenko, V. K. Yasinsky, “Lyapunov function method for investigation of stability of stochastic ito random-structure systems with impulse markov switchings. II. First-approximation stability of stochastic impulse systems with markov parameters”, Cybern Syst Anal, 45, no. 3, 2009, 464  crossref
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