1449 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Yacine Aït-Sahalia, Per A. Mykland, Handbook of Financial Time Series, 2009, 577  crossref
  2. A. Ellanskaya, L. Vostrikova, “Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities”, Proc. Steklov Inst. Math., 287, № 1, 2014, 68  crossref
  3. Faouzi Chaabane, Ahmed Kebaier, “Théorèmes limites avec poids pour les martingales vectorielles à temps continu”, ESAIM: PS, 12, 2008, 464  crossref
  4. Михаил Юрьевич Иванов, Mikhail Yurevich Ivanov, “О связи задач максимизации степенной и логарифмической полезности в экспоненциальной модели Леви”, Теория вероятностей и ее применения, 59, № 4, 2014, 781  crossref
  5. Zhenlong Zheng, Zhengyun Jiang, Rong Chen, “AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism”, Journal of Futures Markets, 37, № 4, 2017, 374  crossref
  6. Mohamed Marzougue, Mohamed El Otmani, “Predictable solution for reflected BSDEs when the obstacle is not right-continuous”, Random Operators and Stochastic Equations, 28, № 4, 2020, 269  crossref
  7. Björn Böttcher, “On the construction of Feller processes with unbounded coefficients”, Electron. Commun. Probab., 16, № none, 2011  crossref
  8. Anna Battauz, Marzia De Donno, Alessandro Sbuelz, “Kim and Omberg Revisited: The Duality Approach”, Journal of Probability and Statistics, 2015, 2015, 1  crossref
  9. Peter Lakner, Josh Reed, Florian Simatos, “Scaling Limit of a Limit Order Book Model via the Regenerative Characterization of Lévy Trees”, Stochastic Systems, 7, № 2, 2017, 342  crossref
  10. Dilip B. Madan, King Wang, “Implied Price Processes Anchored in Statistical Realizations”, SSRN Journal, 2021  crossref
Предыдущая
1
122
123
124
125
126
127
128
145
Следующая