1449 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Anirban Basak, Rick Durrett, Eric Foxall, “Diffusion limit for the partner model at the critical value”, Electron. J. Probab., 23, № none, 2018  crossref
  2. Jose Blanchet, Peter Glynn, “Approximations for the distribution of perpetuities with small discount rates”, Naval Research Logistics, 70, № 5, 2023, 454  crossref
  3. Antonis Papapantoleon, “Old and new approaches to LIBOR modeling”, Statistica Neerlandica, 64, № 3, 2010, 257  crossref
  4. Bingyi Jing, Zhi Liu, Xinbing Kong, “Estimating the Volatility Functionals with Multiple Transactions”, SSRN Journal, 2015  crossref
  5. Sylvain Dotti, Julien Vovelle, “Convergence of Approximations to Stochastic Scalar Conservation Laws”, Arch Rational Mech Anal, 230, № 2, 2018, 539  crossref
  6. Márton Balázs, Miklós Z. Rácz, Bálint Tóth, “Modeling flocks and prices: Jumping particles with an attractive interaction”, Ann. Inst. H. Poincaré Probab. Statist., 50, № 2, 2014  crossref
  7. Pavel Chigansky, Marina Kleptsyna, “Estimation of the Hurst parameter from continuous noisy data”, Electron. J. Statist., 17, № 2, 2023  crossref
  8. Peter K. Friz, Stefan Gerhold, Marc Yor, “How to Make Dupire's Local Volatility Work with Jumps”, SSRN Journal, 2013  crossref
  9. Markus Hess, “VIX Modeling for a Market Insider”, SSRN Journal, 2022  crossref
  10. Govind Menon, Robert L. Pego, “Universality Classes in Burgers Turbulence”, Commun. Math. Phys., 273, № 1, 2007, 177  crossref
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