1439 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Ansgar Steland, Sabine Weidauer, “Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration”, Sequential Analysis, 32, № 3, 2013, 319  crossref
  2. Nikola Sandrić, “Periodic homogenization of a class of weakly coupled systems of linear PDEs”, Comp. Appl. Math., 43, № 1, 2024, 57  crossref
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  4. Oleksii Mostovyi, Mihai Sîrbu, “Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model”, Finance Stoch, 28, № 2, 2024, 553  crossref
  5. Julien Claisse, Zhenjie Ren, Xiaolu Tan, “Mean field games with branching”, Ann. Appl. Probab., 33, № 2, 2023  crossref
  6. Per A. Mykland, Lan Zhang, “Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics”, Statist. Sci., 20, № 4, 2005  crossref
  7. Clément Ménassé, Peter Tankov, “Approximate indifference pricing in exponential Lévy models”, Applied Mathematical Finance, 23, № 3, 2016, 197  crossref
  8. Erhan Bayraktar, Donghan Kim, Abhishek Tilva, “Arbitrage theory in a market of stochastic dimension”, Mathematical Finance, 2023, mafi.12418  crossref
  9. Rick Durrett, Dong Yao, “Susceptible–infected epidemics on evolving graphs”, Electron. J. Probab., 27, № none, 2022  crossref
  10. Amarjit Budhiraja, Pierre Nyquist, “Large deviations for multidimensional state-dependent shot-noise processes”, Journal of Applied Probability, 52, № 4, 2015, 1097  crossref
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