1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. William I. Newman, “Emergence of patterns in random processes. II. Stochastic structure in random events”, Phys. Rev. E, 89, № 6, 2014, 062113  crossref
  2. E. G. Coffman, A. A. Puhalskii, M. I. Reiman, “Polling Systems in Heavy Traffic: A Bessel Process Limit”, Mathematics of OR, 23, № 2, 1998, 257  crossref
  3. Shuwen Lou, “Discrete approximation to Brownian motion with varying dimension in unbounded domains”, Electron. J. Probab., 27, № none, 2022  crossref
  4. F. A. Ustinov, “A problem of the fastest detection of regime changing for Levy processes”, Moscow Univ. Math. Bull., 64, № 2, 2009, 84  crossref
  5. Kun Tian, Dewen Xiong, Zhongxing Ye, “Dynamic CRRA-utility indifference value in generalized Cox process model”, J. Finan. Eng., 01, № 04, 2014, 1450035  crossref
  6. Roberto Renò, “NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS”, Econom. Theory, 24, № 5, 2008, 1174  crossref
  7. Robert A. Jarrow, Philip Protter, Alexandre F. Roch, “A liquidity-based model for asset price bubbles”, Quantitative Finance, 12, № 9, 2012, 1339  crossref
  8. Oleksii Mostovyi, “Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption”, Finance Stoch, 19, № 1, 2015, 135  crossref
  9. Junye Li, “Option-Implied Volatility Factors and the Cross-Section of Market Risk Premia”, SSRN Journal, 2011  crossref
  10. Monique Jeanblanc, Susanne Klöppel, Yoshio Miyahara, “Minimal fq-martingale measures for exponential Lévy processes”, Ann. Appl. Probab., 17, № 5-6, 2007  crossref
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