1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Peter Bank, David Besslich, “Modelling information flows by Meyer-$\sigma $-fields in the singular stochastic control problem of irreversible investment”, Ann. Appl. Probab., 30, № 6, 2020  crossref
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  4. Piotr Nowak, Dariusz Gatarek, “Application of Itô processes and Schwartz distributions to local volatility for Margrabe options”, Stochastics, 94, № 6, 2022, 807  crossref
  5. Jie‐Ming Wang, “Martingale problems for switched processes”, Mathematische Nachrichten, 287, № 10, 2014, 1186  crossref
  6. Lea Steinrücke, Rudi Zagst, Anatoliy Swishchuk, 209, Hidden Markov Models in Finance, 2014, 85  crossref
  7. Mátyás Barczy, Fanni K. Nedényi, Gyula Pap, “On Aggregation of Subcritical Galton–Watson Branching Processes with Regularly Varying Immigration”, Lith Math J, 60, № 4, 2020, 425  crossref
  8. Jesse Windle, Carlos M. Carvalho, “A Tractable State-Space Model for Symmetric Positive-Definite Matrices”, Bayesian Anal., 9, № 4, 2014  crossref
  9. Fernando Cordero, Irene Klein, Lavinia Perez-Ostafe, “Asymptotic arbitrage in fractional mixed markets”, Modern Stochastics: Theory and Applications, 2018, 415  crossref
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