1007 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Tahir Choulli, Christophe Stricker, “MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS”, Mathematical Finance, 15, no. 3, 2005, 465  crossref
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  8. Soohan Ahn, V. Ramaswami, “A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion”, Stochastic Models, 33, no. 1, 2017, 59  crossref
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  10. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Mel’nikov, “Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time”, Theory Probab. Appl., 39, no. 1, 1995, 61  crossref
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