76 citations to 10.2307/3318763 (Crossref Cited-By Service)
  1. P. N. Gavriliadis, “Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?”, Communications in Statistics - Theory and Methods, 37, no. 5, 2008, 671  crossref
  2. J. B. Lasserre, T. Prieto‐Rumeau, M. Zervos, “PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS”, Mathematical Finance, 16, no. 3, 2006, 469  crossref
  3. Xuefei Guan, “Moment quadrature method for uncertainty quantification of fatigue damage prognosis”, International Journal of Fatigue, 172, 2023, 107654  crossref
  4. Alexey Koloydenko, “Symmetric measures via moments”, Bernoulli, 14, no. 2, 2008  crossref
  5. P.N. Gavriliadis, G.A. Athanassoulis, “The truncated Stieltjes moment problem solved by using kernel density functions”, Journal of Computational and Applied Mathematics, 236, no. 17, 2012, 4193  crossref
  6. Damir Filipović, Martin Larsson, “Polynomial diffusions and applications in finance”, Finance Stoch, 20, no. 4, 2016, 931  crossref
  7. Gwo Dong Lin, Jordan Stoyanov, “On the moment determinacy of the distributions of compound geometric sums”, J. Appl. Probab., 39, no. 03, 2002, 545  crossref
  8. Erik W. Grafarend, Joseph L. Awange, Linear and Nonlinear Models, 2012, 419  crossref
  9. Erik W. Grafarend, Joseph L. Awange, Linear and Nonlinear Models, 2012, 305  crossref
  10. Jean-Pierre Chateau, Daniel Dufresne, “Gram-Charlier Processes and Applications to Option Pricing”, Journal of Probability and Statistics, 2017, 2017, 1  crossref
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