1004 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Joachim Yaakov Nahmani, “A Short Overview on Limit Theorems and Microstructure Noise Modeling for (Ultra) High Frequency Data”, SSRN Journal, 2010  crossref
  2. Gianluca Cassese, “ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE”, Mathematical Finance, 18, № 1, 2008, 23  crossref
  3. P. E. Kloeden, E. Platen, “A survey of numerical methods for stochastic differential equations”, Stochastic Hydrol Hydraul, 3, № 3, 1989, 155  crossref
  4. Marjorie Hahn, Sabir Umarov, “Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations”, fcaa, 14, № 1, 2011, 56  crossref
  5. Ernesto Mordecki, “Asymptotic mixed normality and hellinger processes”, Stochastics and Stochastic Reports, 48, № 3-4, 1994, 129  crossref
  6. Holger Kraft, Frank Thomas Seifried, “Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents”, Math Finan Econ, 3, № 3-4, 2010, 115  crossref
  7. Manuel Morales, “On A Surplus Process Under A Periodic Environment”, North American Actuarial Journal, 8, № 4, 2004, 76  crossref
  8. Ya. Shimizu, “Statistical specification of jumps under semiparametric semimartingale models”, Math. Meth. Stat., 17, № 3, 2008, 209  crossref
  9. A.M. Maras, “Locally optimum Bayes detection in ergodic Markov noise”, IEEE Trans. Inform. Theory, 40, № 1, 1994, 41  crossref
  10. Tomasz Rolski, Encyclopedia of Actuarial Science, 2004  crossref
Предыдущая
1
3
4
5
6
7
8
9
101
Следующая