1007 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe, “Asymptotic arbitrage with small transaction costs”, Finance Stoch, 18, no. 4, 2014, 917  crossref
  2. V.P. Kurenok, A.N. Lepeyev, “On Multi-Dimensional SDEs with Locally Integrable Coefficients”, Rocky Mountain J. Math., 38, no. 1, 2008  crossref
  3. C.C. Heyde, Encyclopedia of Actuarial Science, 2004  crossref
  4. Vincenzo Capasso, David Bakstein, An Introduction to Continuous-Time Stochastic Processes, 2012, 277  crossref
  5. Jan Pedersen, “A class of continuous-time garch-type processes”, Stochastics and Stochastic Reports, 65, no. 3-4, 1999, 229  crossref
  6. Giovanni Peccati, Murad S. Taqqu, “Stable Convergence of Multiple Wiener-Itô Integrals”, J Theor Probab, 21, no. 3, 2008, 527  crossref
  7. José Manuel Corcuera, Giulia Di Nunno, José Fajardo, “Kyle Equilibrium Under Random Price Pressure”, SSRN Journal, 2018  crossref
  8. Venkat Anantharam, Takis Konstantopoulos, “A functional central limit theorem for the jump counts of Markov processes with an application to Jackson networks”, Advances in Applied Probability, 27, no. 2, 1995, 476  crossref
  9. Munir Hiabu, “On the Relationship Between Classical Chain Ladder and Granular Reserving”, SSRN Journal, 2016  crossref
  10. Gurdip S. Bakshi, Dilip B. Madan, George Panayotov, “Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes”, SSRN Journal, 2008  crossref
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