1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Ole E. Barndorff-Nielsen, Neil Shephard, “Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics”, Econometrica, 72, № 3, 2004, 885  crossref
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  3. Yongdai Kim, “Nonparametric Bayesian estimators for counting processes”, Ann. Statist., 27, № 2, 1999  crossref
  4. Robert J. Elliott, Carlton-James U. Osakwe, “Option Pricing for Pure Jump Processes with Markov Switching Compensators”, Finance Stochast., 10, № 2, 2006, 250  crossref
  5. Rick Durrett, Glen Swindle, “Coexistence results for catalysts”, Probab. Th. Rel. Fields, 98, № 4, 1994, 489  crossref
  6. Nicole Bäuerle, “Risk management in credit risk portfolios with correlated assets”, Insurance: Mathematics and Economics, 30, № 2, 2002, 187  crossref
  7. Richard Durrett, Mateo Restrepo, “One-dimensional stepping stone models, sardine genetics and Brownian local time”, Ann. Appl. Probab., 18, № 1, 2008  crossref
  8. Robert Liptser, Alexander G. Tartakovsky, “From Disorder Detection to Optimal Stopping and Mathematical Finance”, Sequential Analysis, 29, № 2, 2010, 112  crossref
  9. Ilkka Norros, “A storage model with self-similar input”, Queueing Syst, 16, № 3-4, 1994, 387  crossref
  10. Yongdai Kim, Jaeyong Lee, “A Bernstein–von Mises theorem in the nonparametric right-censoring model”, Ann. Statist., 32, № 4, 2004  crossref
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