Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
442 articles.
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1. Reconciling Rough Volatility with Jumps;SIAM Journal on Financial Mathematics;2024-09-06
2. On multidimensional locally perturbed standard random walks;Lithuanian Mathematical Journal;2024-07-25
3. Some Skorohod-type results;Decisions in Economics and Finance;2024-07-01
4. The wired minimal spanning forest on the Poisson-weighted infinite tree;The Annals of Applied Probability;2024-04-01
5. Option Pricing Using a Skew Random Walk Binary Tree;Journal of Risk and Financial Management;2024-03-27