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Karatzas I. and S. Shreve, 1991, "Brownian motion and stochastic calculus", SpringerVerlag New York, Second Edition.

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A Unified Model for Credit Derivatives - Belanger, Shreve, Wong (2002)   Self-citation (Shreve)   (Correct)

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Karatzas, I. & Shreve, S., Brownian Motion and Stochastic Calculus, Springer-Verlag, New York, 1991.


A comparison of option prices under dierent - Pricing Measures In   (Correct)

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Karatzas I. and S. Shreve, 1991, "Brownian motion and stochastic calculus", SpringerVerlag New York, Second Edition.


Option Pricing In Incomplete Markets - David Hobson First   (Correct)

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KARATZAS, I. and SHREVE, S.E. : Brownian Motion and Stochastic Calculus. Springer-Verlag, New York, 1988.


Real Options, Non-traded Assets and Utility Indifference Prices - Hobson (2003)   (Correct)

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KARATZAS, I. and SHREVE, S.E. : Brownian Motion and Stochastic Calculus. Springer-Verlag, New York, 1988.


Kinematic Diffusion in Quasi-static Granular Deformation - Didwania, Ledniczky, Goddard   (Correct)

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Karatzas,I. & Shreve, S.E. 1988 Brownian Motion and Stochastic Calculus, SpringerVerlag. Jagota, A. & Hui, C.Y. 1990 The E#ective Thermal Conductivity of a Packing of Spheres, J. Appl. Mech. ASME, 57 789-791.


Optimal Consumption and Investment for Logarithmic Utility .. - Claudia Kl Uppelberg   (Correct)

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Karatzas, I. and Shreve, S.E. (1988) Brownian Motion and Stochastic Calculus. Springer, Berlin.


Exact rates of convergence for a branching particle.. - Dan Cris An   (Correct)

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I. Karatzas, S. E. Shreve, Brownian Motion and Stochastic Calculus, SpringerVerlag, 1988.


A Bayesian Approach to Data Assimilation - Hairer Stuart And (2005)   (Correct)

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I. Karatzas and S. E. Shreve. Brownian Motion and Stochastic Calculus. Springer, second edition, 1991.


On the Dynamic Estimation of Multicast Group Sizes - Sara Alouf Eitan   (Correct)

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I. Karatzas and S. E. Shreve. Brownian Motion and Stochastic Calculus. Springer, 1991.


Optimal Estimation of Multicast Membership - Sara Alouf Eitan   (Correct)

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I. Karatzas and S. E. Shreve. Brownian Motion and Stochastic Calculus. Springer, 1991.


Risk Management with Extreme Value Theory - Klüppelberg (2002)   (Correct)

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Karatzas, I. and Shreve, S.E. (1988) Brownian Motion and Stochastic Calculus. Springer, New York.


On the Dynamic Estimation of Multicast Group Sizes - Alouf, Altman, Barakat, Nain   (Correct)

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I. Karatzas and S. E. Shreve. Brownian Motion and Stochastic Calculus. Springer, 1991.


Optimal Estimation of Multicast Membership - Alouf, Altman, Barakat, Nain (2000)   (Correct)

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I. Karatzas and S. E. Shreve. Brownian Motion and Stochastic Calculus. Springer, 1991.


Adaptive Lexicographic Optimization in Multi-Class.. - Bhattacharya.. (1993)   (5 citations)  (Correct)

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I. Karatzas and S.E. Shreve. Brownian Motion and Stochastic Calculus. Springer-Verlag, New York, 1987.


Discussion Paper No. B--306 - Systematic Approach To   (Correct)

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Ioannis Karatzas and Steven Shreve. Brownian Motion and Stochastic Calculus. Springer Verlag, 1988.


Asymptotics of Query Strategies over a Sensor Network - Shakkottai (2004)   (3 citations)  (Correct)

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I. Karatzas and S. Shreve. Brownian Motion and Stochastic Calculus. Springer, New York, NY, 1996.


Information Flow and Entropy Production in - The Kalman-Bucy Filter   (Correct)

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I. Karatzas and S. Shreve, Brownian Motion and Stochastic Calculus, Springer-Verlag, 1991.


Hedging of Contingent Claims in Incomplete Markets - Nguyen (2002)   (Correct)

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I. Karatzas and S. Shreve, "Brownian Motion and Stochastic Calculus", Springer, 1988.


On the Pricing of Credit Spread Options: a Two Factor.. - Garcia, Van Ginderen.. (2001)   (Correct)

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Karatzas I.and S. Shreve, Brownian Motion and Stochastic Calculus, 2 Ed. Springer 1999.


Optimal On-Line Estimation of the Size of a Dynamic.. - Alouf, Altman, Nain (2002)   (6 citations)  (Correct)

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I. Karatzas and S. E. Shreve, Brownian motion and stochastic calculus, Springer, 1991.


Ornstein-Uhlenbeck Process - Steven Finch May (2004)   (Correct)

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I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer-Verlag, 1988, p. 358; MR1121940 (92h:60127).


Functional quantization of 1-dimensional Brownian.. - Luschgy, Pagès (2004)   (Correct)

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Karatzas I., Shreve S., Brownian Motion and Stochastic calculus, Springer, New York, 1988 (2 edition 1991), 470p.


Connecting Univariate Smiles and Basket Dynamics: A New .. - Brigo, Mercurio.. (2004)   (Correct)

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I.Karatzas, S.E.Shreve, Brownian Motion and Stochastic Calculus, Springer (1997)


Properties of the reflected Ornstein-Uhlenbeck process - Ward, Glynn (2002)   (Correct)

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Karatzas, I. and S. E. Shreve: 1991, Brownian Motion and Stochastic Calculus. New York: Springer-Verlag.


On the Dynamic Estimation of Multicast Group Sizes - Alouf, Altman, Barakat, Nain   (Correct)

No context found.

I. Karatzas and S. E. Shreve. Brownian Motion and Stochastic Calculus. Springer, 1991.

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