58 citations to 10.1111/1467-9965.00098 (Crossref Cited-By Service)
  1. Discrete‐time Asset Pricing Models in Applied Stochastic Finance, 2013, 365  crossref
  2. Anders Eskil Österling, “Diffusion Equation and Monte Carlo”, SSRN Journal, 2007  crossref
  3. Jongwook Kim, Junghyo Jo, “An exactly solvable correlated stochastic process in finite time”, Physica A: Statistical Mechanics and its Applications, 406, 2014, 230  crossref
  4. Nicolas Martelin, Jamie Ness, Philippe Bernard-Ciolfi, “Interpreting the modern history of finance theory from Henri Poincaré’s perspective”, The European Journal of the History of Economic Thought, 2024, 1  crossref
  5. Svetlozar Rachev, Nancy Asare Nyarko, Blessing Omotade, Peter Yegon, “Bachelier’s Market Model for ESG Asset Pricing”, JRFM, 17, no. 12, 2024, 553  crossref
  6. Francisco J. Martínez-Farías, José F. Martínez-Sánchez, Pablo A. López-Pérez, Gilberto Pérez-Lechuga, “Memory Persistence in Minute Frequency Cryptocurrencies: Analysis Based on Hurst-Exponent and LSTM Brownian Diffusion Network”, Comput Econ, 2025  crossref
  7. Xiaomei Su, Ummara Razi, Shangmei Zhao, Wei Li, Xiao Gu, Jiale Yan, “Geopolitical risk and energy markets in China”, International Review of Financial Analysis, 2025, 104187  crossref
  8. Matthias Fischer, International Encyclopedia of Statistical Science, 2025, 955  crossref
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