1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Manuel Morales, Wim Schoutens, “A risk model driven by Lévy processes”, Appl Stoch Models Bus & Ind, 19, no. 2, 2003, 147  crossref
  2. Avi Mandelbaum, Gennady Pats, “State-dependent stochastic networks. Part I. Approximations and applications with continuous diffusion limits”, Ann. Appl. Probab., 8, no. 2, 1998  crossref
  3. Yingchao Xie, “Vague Convergence of Semimartingale Random Measures”, Stochastic Analysis and Applications, 22, no. 2, 2004, 315  crossref
  4. Do Young Eun, N.B. Shroff, 2, Proceedings IEEE INFOCOM 2001. Conference on Computer Communications. Twentieth Annual Joint Conference of the IEEE Computer and Communications Society (Cat. No.01CH37213), 2001, 924  crossref
  5. Pio Andrea Zanzotto, “An extension of a theorem of K. Yamada to equations ?with memory?”, Lith Math J, 31, no. 2, 1992, 188  crossref
  6. Hans Föllmer, Martin Schweizer, “A Microeconomic Approach to Diffusion Models For Stock Prices”, Mathematical Finance, 3, no. 1, 1993, 1  crossref
  7. G. Di Nunno, “Stochastic integral representations, stochastic derivatives and minimal variance hedging”, Stochastics and Stochastic Reports, 73, no. 1-2, 2002, 181  crossref
  8. Philipp A Ustinov, “Average delay time asymptotics in the generalized Bayesian Lévy disorder problem”, Russ. Math. Surv., 64, no. 1, 2009, 170  crossref
  9. Shota Gugushvili, Frank van der Meulen, Moritz Schauer, Peter Spreij, “Nonparametric Bayesian Estimation of a HHlder Continuous Diffusion Coefficient”, SSRN Journal, 2017  crossref
  10. José Fajardo, “Barrier style contracts under Lévy processes once again”, Ann Finance, 14, no. 1, 2018, 93  crossref
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