1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Marzia De Donno, “On a Class of Generalized Integrands”, Stochastic Analysis and Applications, 25, № 6, 2007, 1167  crossref
  2. Lioudmila Vostrikova, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 453  crossref
  3. Fred Espen Benth, Thilo Meyer-Brandis, Handbook of Quantitative Finance and Risk Management, 2010, 1567  crossref
  4. O. Scaillet, Jean-Luc Prigent, Olivier M. Renault, “Option Pricing with Discrete Rebalancing”, SSRN Journal, 2003  crossref
  5. S. Cawston, L. Vostrikova, Inspired by Finance, 2014, 83  crossref
  6. Tsukasa FUJIWARA, Hiroshi KUNITA, “CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS”, Kyushu J. Math., 53, № 2, 1999, 265  crossref
  7. Erhan Bayraktar, Ulrich Horst, Ronnie Sircar, “A Limit Theorem for Financial Markets with Inert Investors”, Mathematics of OR, 31, № 4, 2006, 789  crossref
  8. Rice Franke, “The scaling limit behaviour of periodic stable-like processes”, Bernoulli, 12, № 3, 2006  crossref
  9. Mariusz Michta, Jerzy Motyl, “High Order Stochastic Inclusions and Their Applications”, Stochastic Analysis and Applications, 23, № 2, 2005, 401  crossref
  10. Tahir Choulli, Leszek Krawczyk, Christophe Stricker, “${\scr E}$-martingales and their applications in mathematical finance”, Ann. Probab., 26, № 2, 1998  crossref
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