1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Lingfei Li, Rafael Mendoza-Arriaga, Zhiyu Mo, Daniel Mitchell, “Modelling Electricity Prices: A Time Change Approach”, SSRN Journal, 2015  crossref
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  3. Mathieu Rosenbaum, Peter Tankov, “Asymptotically optimal discretization of hedging strategies with jumps”, Ann. Appl. Probab., 24, № 3, 2014  crossref
  4. Cecilia Mancini, Vanessa Mattiussi, Roberto Renò, “Spot volatility estimation using delta sequences”, Finance Stoch, 19, № 2, 2015, 261  crossref
  5. Zhenjie Ren, Xiaolu Tan, Nizar Touzi, Junjian Yang, “Entropic Optimal Planning for Path-Dependent Mean Field Games”, SIAM J. Control Optim., 61, № 3, 2023, 1415  crossref
  6. Johannes Muhle‐Karbe, Zexin Wang, Kevin Webster, “A Leland model for delta hedging in central risk books”, Mathematical Finance, 33, № 3, 2023, 504  crossref
  7. Vitalii Konarovskyi, “Coalescing-fragmentating Wasserstein dynamics: Particle approach”, Ann. Inst. H. Poincaré Probab. Statist., 59, № 2, 2023  crossref
  8. Jia Li, Yunxiao Liu, “EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS”, Econom. Theory, 37, № 4, 2021, 664  crossref
  9. Victor Bogdanskii, Ilya Pavlyukevich, Andrey Pilipenko, “Limit behaviour of random walks on ℤmwith two-sided membrane”, ESAIM: PS, 26, 2022, 352  crossref
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