1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Andreas Celary, Zehra Eksi-Altay, Paul Krühner, “Regime-switching affine term structures”, Quantitative Finance, 24, № 1, 2024, 139  crossref
  2. Thanh Long Nguyen, “Utility Maximization in Imperfected Markets”, SSRN Journal, 2003  crossref
  3. Tahir Choulli, Christophe Stricker, “MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE”, Mathematical Finance, 16, № 1, 2006, 1  crossref
  4. Point Process Theory and Applications, 2006, 33  crossref
  5. Robert S. Liptser, Albert N. Shiryaev, Statistics of Random Processes, 2001, 219  crossref
  6. Peccati Giovanni, Murad Taqqu, “Stable convergence of generalized $L^2$ stochastic integrals and the principle of conditioning”, Electron. J. Probab., 12, № none, 2007  crossref
  7. Frank Thomas Seifried, “Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach”, Mathematics of OR, 35, № 3, 2010, 559  crossref
  8. Yulai Cong, Bo Chen, Hongwei Liu, Bo Jiu, “Nonparametric Bayesian Attributed Scattering Center Extraction for Synthetic Aperture Radar Targets”, IEEE Trans. Signal Process., 64, № 18, 2016, 4723  crossref
  9. Andrzej Rozkosz, Leszek Slominski, “On weak convergence of solutions of one-dimensional stochastic differential equations”, Stochastics and Stochastic Reports, 31, № 1-4, 1990, 27  crossref
  10. Per Aslak Mykland, “Conservative delta hedging”, Ann. Appl. Probab., 10, № 2, 2000  crossref
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