1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Alexandru Hening, Douglas Rizzolo, Eric Wayman, “The free path in a high velocity random flight process associated to a Lorentz gas in an external field”, Trans. Amer. Math. Soc. Ser. B, 3, № 2, 2016, 27  crossref
  2. Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez, “Doubly Reflected BSDEs and $\mathcal{E} ^{{f}}$-Dynkin games: beyond the right-continuous case”, Electron. J. Probab., 23, № none, 2018  crossref
  3. Paolo Di Tella, Hans-Jürgen Engelbert, “BSDEs and log-utility maximization for Lévy processes”, Modern Stochastics: Theory and Applications, 2019, 479  crossref
  4. Fabien Gensbittel, Catherine Rainer, “A Two-Player Zero-sum Game Where Only One Player Observes a Brownian Motion”, Dyn Games Appl, 8, № 2, 2018, 280  crossref
  5. KARL FRIEDRICH HOFMANN, THORSTEN SCHULZ, “A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS”, Int. J. Theor. Appl. Finan., 19, № 08, 2016, 1650044  crossref
  6. Dirk Becherer, “Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging”, Ann. Appl. Probab., 16, № 4, 2006  crossref
  7. Albert N. Shiryaev, 93, Stochastic Disorder Problems, 2019, 139  crossref
  8. Umut Çetin, Ilya Sheynzon, “A simple model for market booms and crashes”, Math Finan Econ, 8, № 3, 2014, 291  crossref
  9. Bing-Yi Jing, Cui-Xia Li, Zhi Liu, “On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps”, Communications in Statistics - Theory and Methods, 42, № 21, 2013, 3889  crossref
  10. Guangying Liu, Bing-Yi Jing, “On Estimation of Hurst Parameter Under Noisy Observations”, Journal of Business & Economic Statistics, 36, № 3, 2018, 483  crossref
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