White Noise of Poisson Random Measures

By Bernt Øksendal, Frank Norbert Proske. 2004

56 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/086f39552182997938534d9070a3a424ac5c6240

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. T. Meyer‐Brandis
2. Frank Norbert Proske
3. Bernt Øksendal
4. Giulia di Nunno
5. E. Petrou
6. Qingxin Meng

In Finance

1. T. Meyer‐Brandis
2. Frank Norbert Proske
3. Bernt Øksendal
4. Giulia di Nunno
5. E. Petrou
6. Xicheng Zhang
7. Fred Espen Benth
8. Martin Bauer

Citations in the corpus

• Optimal portfolio for an insider in a market driven by Lévy processes (2006, methodology): “( 2004 ) and Oksendal and Proske ( 2004 )) which we use in section 3.”