1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Aleš Černý, Christoph Czichowsky, Jan Kallsen, “Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation”, Mathematics of OR, 2023, moor.2023.1374  crossref
  2. Mark Podolskij, Encyclopedia of Quantitative Finance, 2010  crossref
  3. Julia Ackermann, Thomas Kruse, Mikhail Urusov, “Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models”, Finance Stoch, 25, № 4, 2021, 757  crossref
  4. Peter K. Friz, Paul P. Hager, Nikolas Tapia, “Unified signature cumulants and generalized Magnus expansions”, Forum of Mathematics, Sigma, 10, 2022, e42  crossref
  5. Friedrich Hubalek, Jan Kallsen, Leszek Krawczyk, “Variance-optimal hedging for processes with stationary independent increments”, Ann. Appl. Probab., 16, № 2, 2006  crossref
  6. Jie-Ming Wang, “Stochastic Comparison for Lévy-Type Processes”, J Theor Probab, 26, № 4, 2013, 997  crossref
  7. Melda Ormeci, J. G. Dai, John Vande Vate, “Impulse Control of Brownian Motion: The Constrained Average Cost Case”, Operations Research, 56, № 3, 2008, 618  crossref
  8. Carsten Chong, Claudia Klüppelberg, “Integrability conditions for space–time stochastic integrals: Theory and applications”, Bernoulli, 21, № 4, 2015  crossref
  9. Lorenzo Torricelli, Christian P. Fries, “An Analytical Pricing Framework for Financial Assets with Trading Suspensions”, SSRN Journal, 2018  crossref
  10. PAUL GASSIAT, HUYÊN PHAM, MIHAI SÎRBU, “OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS”, Int. J. Theor. Appl. Finan., 14, № 01, 2011, 17  crossref
Предыдущая
1
129
130
131
132
133
134
135
141
Следующая