1004 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. N. Lazrieva, T. Toronjadze, “Optimal robust mean-variance hedging in incomplete financial markets”, J Math Sci, 153, № 3, 2008, 262  crossref
  2. Weronika Łaukajtys, Leszek Słomiński, “Penalization methods for reflecting stochastic differential equations with jumps”, Stochastics and Stochastic Reports, 75, № 5, 2003, 275  crossref
  3. Damir Filipović, “Time-inhomogeneous affine processes”, Stochastic Processes and their Applications, 115, № 4, 2005, 639  crossref
  4. Anita Behme, Alexander Schnurr, “A criterion for invariant measures of Itô processes based on the symbol”, Bernoulli, 21, № 3, 2015  crossref
  5. Takis Konstantopoulos, Spyros N. Papadakis, Jean Walrand, “Functional approximation theorems for controlled renewal processes”, Journal of Applied Probability, 31, № 3, 1994, 765  crossref
  6. Francesca Biagini, Encyclopedia of Quantitative Finance, 2010  crossref
  7. Ester Mariucci, “Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case”, Stat Inference Stoch Process, 19, № 1, 2016, 71  crossref
  8. Céline Lacaux, Gennady Samorodnitsky, “Time-changed extremal process as a random sup measure”, Bernoulli, 22, № 4, 2016  crossref
  9. M. Hiabu, E. Mammen, M. D. Martìnez-Miranda, J. P. Nielsen, “In-sample forecasting with local linear survival densities”, Biometrika, 103, № 4, 2016, 843  crossref
  10. Weronika Łaukajtys, Leszek Słomiński, “Penalization methods for the Skorokhod problem and reflecting SDEs with jumps”, Bernoulli, 19, № 5A, 2013  crossref
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