25 citations to 10.1007/BF00366270 (Crossref Cited-By Service)
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  4. Denis Belomestny, Shota Gugushvili, Moritz Schauer, Peter Spreij, “Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations”, Bernoulli, 28, № 4, 2022  crossref
  5. E. Valkeila, L. Yu. Vostrikova, “On Predictable Tests of $(c_n)$-Consistency of Estimates”, Theory Probab. Appl., 32, № 3, 1988, 477  crossref
  6. E. I. Kolomiets, “On the Asymptotic Behavior of Probabilities of Type I and Type II Errors in the Neyman–Pearson Test. (Case of Total Asymptotically Distinguishable Hypotheses)”, Theory Probab. Appl., 32, № 3, 1988, 458  crossref
  7. Marina Santacroce, “On the Convergence of thep-Optimal Martingale Measures to the Minimal Entropy Martingale Measure”, Stochastic Analysis and Applications, 23, № 1, 2005, 31  crossref
  8. T. Choulli, J. Ma, “Explicit Description of HARA Forward Utilities and Their Optimal Portfolios”, Theory Probab. Appl., 61, № 1, 2017, 57  crossref
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  10. Aleš Černý, Johannes Ruf, “Simplified Stochastic Calculus: Multiplicative Compensators and Changes of Measure”, SSRN Journal, 2020  crossref
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