1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Aihua Xia, 1526, Séminaire de Probabilités XXVI, 1992, 32  crossref
  2. Roman V. Ivanov, “On the Pricing of American Options in Exponential Lévy Markets”, Journal of Applied Probability, 44, № 2, 2007, 409  crossref
  3. Rami Atar, Nir Solomon, “Asymptotically optimal interruptible service policies for scheduling jobs in a diffusion regime with nondegenerate slowdown”, Queueing Syst, 69, № 3-4, 2011, 217  crossref
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  6. François Coquet, Jean Mémin, 1583, Séminaire de Probabilités XXVIII, 1994, 279  crossref
  7. Bruno Bouchard, Xiaolu Tan, “Understanding the dual formulation for the hedging of path-dependent options with price impact”, Ann. Appl. Probab., 32, № 3, 2022  crossref
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