1439 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Anita Behme, Alexander Lindner, “On Exponential Functionals of Lévy Processes”, J Theor Probab, 28, № 2, 2015, 681  crossref
  2. Ole E. Barndorff–Nielsen, Svend Erik Graversen, Jean Jacod, Mark Podolskij, Neil Shephard, From Stochastic Calculus to Mathematical Finance, 2006, 33  crossref
  3. Jan Novotný, Giovanni Urga, “Testing for Co-jumps in Financial Markets”, Journal of Financial Econometrics, 16, № 1, 2018, 118  crossref
  4. Lijun Bo, Agostino Capponi, “Optimal Investment Under Information Driven Default Contagion”, SSRN Journal, 2015  crossref
  5. M. A. Yakunin, “Parametric Analysis of Stochastic Oscillators by the Statistical Modeling Method”, Numer. Analys. Appl., 13, № 3, 2020, 282  crossref
  6. Qiang Liu, Zhi Liu, Chuanhai Zhang, “Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise”, Appl Stoch Models Bus & Ind, 38, № 3, 2022, 441  crossref
  7. Emmanuel Schertzer, Florian Simatos, “Height and contour processes of Crump-Mode-Jagers forests (II): the Bellman–Harris universality class”, Electron. J. Probab., 24, № none, 2019  crossref
  8. YUPING SONG, “NONPARAMETRIC ESTIMATION FOR SECOND-ORDER JUMP-DIFFUSION MODEL IN HIGH FREQUENCY DATA”, Singapore Econ. Rev., 65, № 04, 2020, 1033  crossref
  9. Martin Herdegen, Martin Schweizer, “Semi‐efficient valuations and put‐call parity”, Mathematical Finance, 28, № 4, 2018, 1061  crossref
  10. Robert Matthijs Verschuren, “Stochastic interest rate modelling using a single or multiple curves: an empirical performance analysis of the Lévy forward price model”, Quantitative Finance, 20, № 7, 2020, 1123  crossref
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