1443 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. G. Cannizzaro, P. Gonçalves, R. Misturini, A. Occelli, “From ABC to KPZ”, Probab. Theory Relat. Fields, 2024  crossref
  2. Ryszard Rudnicki, Radosław Wieczorek, Individual-Based Models and Their Limits, 2024, 17  crossref
  3. Ryszard Rudnicki, Radosław Wieczorek, Individual-Based Models and Their Limits, 2024, 33  crossref
  4. Carsten Chong, Viktor Todorov, “Short-Time Expansion of Characteristic Functions in a Rough Volatility Setting With Applications”, SSRN Journal, 2022  crossref
  5. Yoann Potiron, “Non-explicit formula of boundary crossing probabilities by the Girsanov theorem”, Ann Inst Stat Math, 2024  crossref
  6. Yang Feng, Tak Kuen Siu, Jinxia Zhu, “How Might Model Uncertainty and Transaction Costs Impact Retained Earning & Dividend Strategies? An Examination Through a Classical Insurance Risk Model”, Insurance: Mathematics and Economics, 2024  crossref
  7. Eva Löcherbach, Kádmo Laxa, “Propagation of Chaos and Phase Transition in a Stochastic Model for a Social Network”, J Stat Phys, 191, № 12, 2024, 155  crossref
  8. Anna Battauz, Francesco Rotondi, “Optimal liquidation policies of redeemable shares”, Comput Manag Sci, 21, № 2, 2024, 45  crossref
  9. Antonella Calzolari, Barbara Torti, “Martingale representation on enlarged filtrations: the role of the accessible jump times”, Stochastics, 2024, 1  crossref
  10. Carlos A. Fernández, “Regenerative bootstrap for β-null recurrent Markov chains”, Electron. J. Statist., 18, № 2, 2024  crossref
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