1013 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. N. Lazrieva, T. Toronjadze, “Optimal robust mean-variance hedging in incomplete financial markets”, J Math Sci, 153, no. 3, 2008, 262  crossref
  2. Weronika Łaukajtys, Leszek Słomiński, “Penalization methods for reflecting stochastic differential equations with jumps”, Stochastics and Stochastic Reports, 75, no. 5, 2003, 275  crossref
  3. Damir Filipović, “Time-inhomogeneous affine processes”, Stochastic Processes and their Applications, 115, no. 4, 2005, 639  crossref
  4. Anita Behme, Alexander Schnurr, “A criterion for invariant measures of Itô processes based on the symbol”, Bernoulli, 21, no. 3, 2015  crossref
  5. Takis Konstantopoulos, Spyros N. Papadakis, Jean Walrand, “Functional approximation theorems for controlled renewal processes”, Journal of Applied Probability, 31, no. 3, 1994, 765  crossref
  6. Francesca Biagini, Encyclopedia of Quantitative Finance, 2010  crossref
  7. Ester Mariucci, “Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case”, Stat Inference Stoch Process, 19, no. 1, 2016, 71  crossref
  8. Céline Lacaux, Gennady Samorodnitsky, “Time-changed extremal process as a random sup measure”, Bernoulli, 22, no. 4, 2016  crossref
  9. M. Hiabu, E. Mammen, M. D. Martìnez-Miranda, J. P. Nielsen, “In-sample forecasting with local linear survival densities”, Biometrika, 103, no. 4, 2016, 843  crossref
  10. Weronika Łaukajtys, Leszek Słomiński, “Penalization methods for the Skorokhod problem and reflecting SDEs with jumps”, Bernoulli, 19, no. 5A, 2013  crossref
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