Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Cited by
3 articles.
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1. Itô stochastic differentials;Stochastic Processes and their Applications;2024-05
2. Coherent risk measures alone are ineffective in constraining portfolio losses;Journal of Banking & Finance;2021-09
3. Classifying financial markets up to isomorphism;Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences;2020-09