58 citations to 10.1111/1467-9965.00098 (Crossref Cited-By Service)
  1. Olivier Brandouy, Jean-Paul Delahaye, Lin Ma, Hector Zenil, “Algorithmic complexity of financial motions”, Research in International Business and Finance, 30, 2014, 336  crossref
  2. Philipp N. Baecker, Ulrich Hommel, Real Options, 2004, 1  crossref
  3. Timothy Johnson, Ethics in Quantitative Finance, 2017, 195  crossref
  4. Murad S. Taqqu, Mathematical Finance — Bachelier Congress 2000, 2002, 1  crossref
  5. Laurent Mazliak, “Belgium and probability in the nineteenth century: The case of Paul Mansion”, Sci Context, 34, no. 3, 2021, 313  crossref
  6. Enrique Ter Horst, Abel Rodriguez, Henryk Gzyl, German Molina, “Stochastic volatility models including open, close, high and low prices”, Quantitative Finance, 12, no. 2, 2012, 199  crossref
  7. Marcin Magdziarz, Sebastian Orzeł, Aleksander Weron, “Option Pricing in Subdiffusive Bachelier Model”, J Stat Phys, 145, no. 1, 2011, 187  crossref
  8. Xue Cheng, Marina Di Giacinto, Tai-Ho Wang, “Optimal execution with dynamic risk adjustment”, Journal of the Operational Research Society, 70, no. 10, 2019, 1662  crossref
  9. Alex Preda, “Informative Prices, Rational Investors: The Emergence of the Random Walk Hypothesis and the Nineteenth-Century “Science of Financial Investments””, History of Political Economy, 36, no. 2, 2004, 351  crossref
  10. Frédéric Dromby, “Statut & traitement dynamique des hypothèses dans une recherche : l’apport du philosophe des sciences Henri Poincaré”, Recherches en Sciences de Gestion, N° 97, no. 4, 2014, 231  crossref
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