1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Mohamed Ben Alaya, Ahmed Kebaier, Ngoc Khue Tran, “Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations”, Scandinavian J Statistics, 47, № 4, 2020, 1401  crossref
  2. Dewen Xiong, “The exp-UIV for Markets with Partial Information and Complete Information”, Stochastic Analysis and Applications, 32, № 5, 2014, 851  crossref
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  4. Adam Osękowski, Ivan Yaroslavtsev, “The Hilbert Transform and Orthogonal Martingales in Banach Spaces”, International Mathematics Research Notices, 2021, № 15, 2021, 11670  crossref
  5. TIM BOLLERSLEV, VIKTOR TODOROV, “Tails, Fears, and Risk Premia”, The Journal of Finance, 66, № 6, 2011, 2165  crossref
  6. Kim Christensen, Mark Podolskij, Mathias Vetter, “Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise”, SSRN Journal, 2008  crossref
  7. Rajeeva Laxman Karandikar, B. V. Rao, 2301, Séminaire de Probabilités LI, 2022, 1  crossref
  8. E. Bacry, S. Delattre, M. Hoffmann, J. F. Muzy, “Modelling microstructure noise with mutually exciting point processes”, Quantitative Finance, 13, № 1, 2013, 65  crossref
  9. Bénédicte Haas, “Fragmentation Processes with an Initial Mass Converging to Infinity”, J Theor Probab, 20, № 4, 2007, 721  crossref
  10. Markus Hess, “The VIX and Future Information”, SSRN Journal, 2020  crossref
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