1449 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Mátyás Barczy, Sandra Palau, Gyula Pap, “Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration”, Adv. Appl. Probab., 53, № 4, 2021, 1023  crossref
  2. Yuping Liu, Jin Ma, “Optimal reinsurance/investment problems for general insurance models”, Ann. Appl. Probab., 19, № 4, 2009  crossref
  3. Ansgar Steland, “Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models”, Sequential Analysis, 27, № 3, 2008, 304  crossref
  4. Quentin Berger, Chien-Hao Huang, Niccolò Torri, Ran Wei, “One-dimensional polymers in random environments: stretching vs. folding”, Electron. J. Probab., 27, № none, 2022  crossref
  5. Mark Podolskij, Mathieu Rosenbaum, “Testing the local volatility assumption: a statistical approach”, Ann Finance, 8, № 1, 2012, 31  crossref
  6. Vidyadhar Mandrekar, Barbara Rüdiger, Stefan Tappe, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 171  crossref
  7. Kouji Yano, “Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line”, Bernoulli, 14, № 4, 2008  crossref
  8. Lyudmila Yur'evna Vostrikova, “Максимизация ожидаемой полезности для экспоненциальных моделей Леви с опционом и информационные процессы”, Теория вероятностей и ее применения, 61, № 1, 2016, 26  crossref
  9. Rüdiger Frey, Wolfgang Runggaldier, “Pricing credit derivatives under incomplete information: a nonlinear-filtering approach”, Finance Stoch, 14, № 4, 2010, 495  crossref
  10. Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, “О стохастических моделях и оптимальных методах в задачах скорейшего обнаружения”, ТВП, 53, № 3, 2008, 417  crossref
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