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Elementary Stochastic Calculus, With Finance in View
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Cited by

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  • 2016Testing for Granger causality in large mixed-frequency VARs48 cited
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  • 2012Finite-Element Methods46 cited
  • 2011Stochastic ordinary differential equations in applied and computational mathematics46 cited
  • 2007The Quantum Black-Scholes Equation43 cited
  • 2005Risk measurement with integrated market and credit portfolio models32 cited
  • 2011Option Pricing and Estimation of Financial Models with R31 cited
  • 2017PDE models and numerical methods for total value adjustment in European and American options with counterparty risk26 cited
  • 2018Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation24 cited
  • 2011Dynamics of Literary Texts And Diffusion17 cited

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