1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Per Aslak Mykland, “Financial options and statistical prediction intervals”, Ann. Statist., 31, № 5, 2003  crossref
  2. Ales Cerny, “The Risk of Optimal, Continuously Rebalanced Hedging Strategies and It's Efficient Evaluation via Fourier Transform”, SSRN Journal, 2002  crossref
  3. Nikolaos Limnios, Anatoliy Swishchuk, Discrete-Time Semi-Markov Random Evolutions and Their Applications, 2023, 19  crossref
  4. Arnaud Debussche, Mac Jugal Nguepedja Nankep, “A Piecewise Deterministic Limit for a Multiscale Stochastic Spatial Gene Network”, Appl Math Optim, 84, № S2, 2021, 1731  crossref
  5. Jostein Paulsen, Bo Normann Rasmussen, “Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods”, Scandinavian Actuarial Journal, 2003, № 3, 2003, 178  crossref
  6. Arne LØkka, “Detection of disorder before an observable event”, Stochastics, 79, № 3-4, 2007, 219  crossref
  7. Yisha Xiang, David W. Coit, Qianmei Feng, 2011 International Conference on Quality, Reliability, Risk, Maintenance, and Safety Engineering, 2011, 148  crossref
  8. Kaushik Amin, Ajay Khanna, “CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS1”, Mathematical Finance, 4, № 4, 1994, 289  crossref
  9. Joffrey Derchu, Philippe Guillot, Thibaut Mastrolia, Mathieu Rosenbaum, “AHEAD: Ad Hoc Electronic Auction Design”, SSRN Journal, 2020  crossref
  10. Shuwen Lou, “Discrete approximation to Brownian motion with varying dimension in bounded domains”, Kyoto J. Math., 63, № 3, 2023  crossref
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