422 citations to 10.1007/978-94-009-2438-3 (Crossref Cited-By Service)
  1. G. B. Di Masi, Yu. M. Kabanov, W. J. Runggaldier, “Mean-Variance Hedging of Options on Stocks with Markov Volatilities”, Theory Probab. Appl., 39, no. 1, 1995, 172  crossref
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  5. Sergey V. Lototsky, Boris L. Rozovsky, Stochastic Partial Differential Equations, 2017, 1  crossref
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