24 citations to 10.1142/9609 (Crossref Cited-By Service)
  1. Supriya Sharma, Arnab Paul, Debashis Mitra, Prakash Chauhan, “Semi-automated Workflow for Mapping the Extent and Elevation Profile of Intertidal Zone of Parts of Gulf of Kutch, India, Using Landsat Time Series Data”, J Indian Soc Remote Sens, 49, no. 6, 2021, 1343  crossref
  2. ARTUR SEPP, PARVIZ RAKHMONOV, “LOG-NORMAL STOCHASTIC VOLATILITY MODEL WITH QUADRATIC DRIFT”, Int. J. Theor. Appl. Finan., 26, no. 08, 2023, 2450003  crossref
  3. Kalaitzoglou Iordanis, Financial Risk Management and Modeling, 2021, 367  crossref
  4. Yifan Li, Ingmar Nolte, Sandra Nolte (Lechner), “Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation”, SSRN Journal, 2018  crossref
  5. Alexander Alexandrovich Gushchin, “Совместное распределение макс-непрерывного локального субмартингала и его максимума”, Теория вероятностей и ее применения, 65, no. 4, 2020, 693  crossref
  6. Hiroyasu Akakabe, Naoya Takezawa, “A Real-Optional Evaluation of User-Restriction Policy to Maintain SDG's Tourism at Under-Polulated Destinations”, Journal of Real Options and Strategy, 13, 2021, 1  crossref
  7. Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda, “CBI-Time-Changed Lévy Processes”, SSRN Journal, 2022  crossref
  8. Jesus Perez Colino, “Dynamic Interest-Rate Modelling in Incomplete Markets”, SSRN Journal, 2008  crossref
  9. Artur Sepp, “Affine Approximation for Moment Generating Function of Log-Normal Stochastic Volatility Model”, SSRN Journal, 2014  crossref
  10. Antonio A. F. Santos, “Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework”, Comput Econ, 57, no. 2, 2021, 455  crossref
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