1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. JOSÉ E. FIGUEROA‐LÓPEZ, “Central Limit Theorems for the Non‐Parametric Estimation of Time‐Changed Lévy Models”, Scandinavian J Statistics, 38, № 4, 2011, 748  crossref
  2. Jie Yen Fan, Kais Hamza, Peter Jagers, Fima Klebaner, “Convergence of the age structure of general schemes of population processes”, Bernoulli, 26, № 2, 2020  crossref
  3. Elena Bandini, “Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function”, ESAIM: COCV, 24, № 1, 2018, 311  crossref
  4. Clayton Barnes, “Convergence of jump processes with stochastic intensity to Brownian motion with inert drift”, Bernoulli, 28, № 2, 2022  crossref
  5. Sadillo Olimjonovich Sharipov, “Функциональная предельная теорема для критического ветвящегося процесса со слабо зависимой иммиграцией”, Дискретная математика, 36, № 1, 2024, 136  crossref
  6. Antoine Jacquier, Patrick Roome, “Black-Scholes in a CEV Random Environment: A New Approach to Smile Modelling”, SSRN Journal, 2015  crossref
  7. Jan Kallsen, Johannes Muhle-Karbe, Richard Vierthauer, “Asymptotic power utility-based pricing and hedging”, Math Finan Econ, 8, № 1, 2014, 1  crossref
  8. Li-kai Zhou, Zhong-gen Su, “Discretization error of irregular sampling approximations of stochastic integrals”, Appl. Math. J. Chin. Univ., 31, № 3, 2016, 296  crossref
  9. Johannes P. Temme, “Power utility maximization in exponential Lévy models: convergence of discrete-time to continuous-time maximizers”, Math Meth Oper Res, 76, № 1, 2012, 21  crossref
  10. MARKUS HESS, “VIX MODELING FOR A MARKET INSIDER”, Int. J. Theor. Appl. Finan., 26, № 04n05, 2023, 2350015  crossref
Предыдущая
1
4
5
6
7
8
9
10
141
Следующая