Peskir, Goran. “A Change-of-Variable Formula With Local Time on Curves”. Journal of Theoretical Probability, vol. 18, no. 3, 2005, pp. 499-35, https://doi.org/10.1007/s10959-005-3517-6.
Peskir, G. (2005). A Change-of-Variable Formula with Local Time on Curves. Journal of Theoretical Probability, 18(3), 499-535. https://doi.org/10.1007/s10959-005-3517-6
Peskir G. A Change-of-Variable Formula with Local Time on Curves. Journal of Theoretical Probability. 2005;18(3):499-535.
The first research to cite this article was titled Finite expiry Russian options and was published in 2005. The most recent citation comes from a 2024 study titled Finite expiry Russian options . This article reached its peak citation in 2020 , with 14 citations.It has been cited in 53 different journals, 7% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 15 citations. The chart below illustrates the annual citation trends for this article.