1449 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Christel Geiss, Stefan Geiss, Eija Laukkarinen, “A Note on Malliavin Fractional Smoothness for Lévy Processes and Approximation”, Potential Anal, 39, № 3, 2013, 203  crossref
  2. Anna Aksamit, Claudio Fontana, “Martingale spaces and representations under absolutely continuous changes of probability”, Electron. Commun. Probab., 24, № none, 2019  crossref
  3. GABRIEL FRAHM, ALEXANDER JONEN, RAINER SCHÜSSLER, “THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE”, Int. J. Theor. Appl. Finan., 22, № 05, 2019, 1950025  crossref
  4. P. Di Tella, C. Geiss, “Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)”, Stochastics, 92, № 6, 2020, 969  crossref
  5. Florian Hoffmann, Roman Inderst, Marcus Opp, “Only Time Will Tell: A Theory of Deferred Compensation”, The Review of Economic Studies, 88, № 3, 2021, 1253  crossref
  6. Li-Xin Zhang, “Lindeberg’s central limit theorems for martingale like sequences under sub-linear expectations”, Sci. China Math., 64, № 6, 2021, 1263  crossref
  7. Tien Cuong Phi, Eva Löcherbach, Patricia Reynaud-Bouret, “Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms”, J. Appl. Probab., 60, № 4, 2023, 1469  crossref
  8. Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat Inference Stoch Process, 21, № 2, 2018, 363  crossref
  9. Yuta Koike, “Time endogeneity and an optimal weight function in pre-averaging covariance estimation”, Stat Inference Stoch Process, 20, № 1, 2017, 15  crossref
  10. Stefan Ankirchner, Christophette Blanchet-Scalliet, Kai Kümmel, “Last minute panic in zero sum games”, ESAIM: COCV, 25, 2019, 25  crossref
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