27 citations to 10.1142/9609 (Crossref Cited-By Service)
  1. Supriya Sharma, Arnab Paul, Debashis Mitra, Prakash Chauhan, “Semi-automated Workflow for Mapping the Extent and Elevation Profile of Intertidal Zone of Parts of Gulf of Kutch, India, Using Landsat Time Series Data”, J Indian Soc Remote Sens, 49, № 6, 2021, 1343  crossref
  2. ARTUR SEPP, PARVIZ RAKHMONOV, “LOG-NORMAL STOCHASTIC VOLATILITY MODEL WITH QUADRATIC DRIFT”, Int. J. Theor. Appl. Finan., 26, № 08, 2023, 2450003  crossref
  3. Kalaitzoglou Iordanis, Financial Risk Management and Modeling, 2021, 367  crossref
  4. Yifan Li, Ingmar Nolte, Sandra Nolte (Lechner), “Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation”, SSRN Journal, 2018  crossref
  5. Alexander Alexandrovich Gushchin, “Совместное распределение макс-непрерывного локального субмартингала и его максимума”, Теория вероятностей и ее применения, 65, № 4, 2020, 693  crossref
  6. Hiroyasu Akakabe, Naoya Takezawa, “A Real-Optional Evaluation of User-Restriction Policy to Maintain SDG's Tourism at Under-Polulated Destinations”, Journal of Real Options and Strategy, 13, 2021, 1  crossref
  7. Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda, “CBI-Time-Changed Lévy Processes”, SSRN Journal, 2022  crossref
  8. Jesus Perez Colino, “Dynamic Interest-Rate Modelling in Incomplete Markets”, SSRN Journal, 2008  crossref
  9. Artur Sepp, “Affine Approximation for Moment Generating Function of Log-Normal Stochastic Volatility Model”, SSRN Journal, 2014  crossref
  10. Antonio A. F. Santos, “Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework”, Comput Econ, 57, № 2, 2021, 455  crossref
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