1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Sühan Altay, Katia Colaneri, Zehra Eksi, “Optimal convergence trading with unobservable pricing errors”, Ann Oper Res, 299, no. 1-2, 2021, 133  crossref
  2. J. Theodore Cox, Richard Durrett, Edwin A. Perkins, “Rescaled voter models converge to super-Brownian motion”, Ann. Probab., 28, no. 1, 2000  crossref
  3. F. E. Benth, L. Vos, “Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets”, Advances in Applied Probability, 45, no. 2, 2013, 545  crossref
  4. José Manuel Corcuera, Giulia Di Nunno, José Fajardo, “Kyle equilibrium under random price pressure”, Decisions Econ Finan, 42, no. 1, 2019, 77  crossref
  5. ANDREAS KOLBE, RUDI ZAGST, “A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES”, Int. J. Theor. Appl. Finan., 11, no. 06, 2008, 635  crossref
  6. M. Ispány, G. Pap, M. C. A. van Zuijlen, “Asymptotic inference for nearly unstable INAR(1) models”, Journal of Applied Probability, 40, no. 3, 2003, 750  crossref
  7. Zhi-Ming Ma, Kai-Nan Xiang, “Superprocesses of stochastic flows”, Ann. Probab., 29, no. 1, 2001  crossref
  8. Alexander Schnurr, Sebastian Rickelhoff, “From Markov processes to semimartingales”, Probab. Surveys, 20, no. none, 2023  crossref
  9. V. M. Zolotarev, “Reflections on the Classical Theory of Limit Theorems”, Theory Probab. Appl., 36, no. 1, 1992, 124  crossref
  10. S. S. Gabriyelyan, “Absolute Continuity and Singularity of Two Probability Measures on a Filtered Space”, J Theor Probab, 24, no. 3, 2011, 595  crossref
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