79 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. Bihan Chatterjee, Anindya Goswami, Ludger Overbeck, “Locally risk minimizing pricing of Asian option in a semi-Markov modulated market”, Stochastic Analysis and Applications, 42, № 2, 2024, 451  crossref
  2. Franck Jovanovic, Christophe Schinckus, “The History of Econophysics’ Emergence: A New Approach in Modern Financial Theory”, SSRN Journal, 2012  crossref
  3. Nathalie Eisenbaum, Encyclopedia of Quantitative Finance, 2010  crossref
  4. Ramin Okhrati, Uwe Schmock, “Itô's formula for finite variation Lévy processes: The case of non-smooth functions”, Journal of Mathematical Analysis and Applications, 430, № 2, 2015, 1163  crossref
  5. F Delbaen, “Probability and Finance: It's Only a Game!”, Journal of the American Statistical Association, 97, № 459, 2002, 923  crossref
  6. Nathalie Eisenbaum, 78, A Lifetime of Excursions Through Random Walks and Lévy Processes, 2021, 205  crossref
  7. Boualem Djehiche, M'hamed Eddahbi, “Hedging options in market models modulated by the fractional Brownian motion”, Stochastic Analysis and Applications, 19, № 5, 2001, 753  crossref
  8. Franco Flandoli, Francesco Russo, “Generalized Integration and Stochastic ODEs”, Ann. Probab., 30, № 1, 2002  crossref
  9. Franck Jovanovic, Christophe Schinckus, “The Emergence of Econophysics: A New Approach in Modern Financial Theory”, History of Political Economy, 45, № 3, 2013, 443  crossref
  10. Theerawat Bhudisaksang, Álvaro Cartea, “Online Drift Estimation for Jump-Diffusion Processes”, SSRN Journal, 2020  crossref
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