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Author ID: willinger.walter Recent zbMATH articles by "Willinger, Walter"
Published as: Willinger, Walter; Willinger, W.

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 717 times in 599 Documents Cited by Year
Equivalent martingale measures and no-arbitrage in stochastic securities market models. Zbl 0694.90037
Dalang, Robert C.; Morton, Andrew; Willinger, Walter
135
1990
Estimators for long-range dependence: An empirical study. Zbl 0864.62061
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
118
1995
Stock market prices and long-range dependence. Zbl 0924.90029
Willinger, Walter; Taqqu, Murad S.; Teverovsky, Vadim
82
1999
Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements. Zbl 1148.90310
Willinger, Walter; Taqqu, Murad S.; Leland, Will E.; Wilson, Daniel V.
62
1995
Towards a theory of scale-free graphs: definition, properties, and implications. Zbl 1103.05082
Li, Lun; Alderson, David; Doyle, John C.; Willinger, Walter
37
2005
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
31
1995
Self-similarity and heavy tails: Structural modeling of network traffic. Zbl 0926.90014
Willinger, Walter; Paxson, Vern; Taqqu, Murad S.
28
1998
A critical look at Lo’s modified \(R/S\) statistic. Zbl 1044.60508
Teverovsky, Vadim; Taqqu, Murad S.; Willinger, Walter
26
1999
Dynamic spanning without probabilities. Zbl 0801.90010
Bick, Avi; Willinger, Walter
21
1994
A bibliographical guide to self-similar traffic and performance modeling for modern high-speed networks. Zbl 0855.60086
Willinger, Walter; Taqqu, Murad S.; Erramilli, Ashok
19
1996
The analysis of finite security markets using martingales. Zbl 0618.60047
Taqqu, Murad S.; Willinger, Walter
18
1987
Long-range dependence and data network traffic. Zbl 1109.60317
Willinger, Walter; Paxson, Vern; Riedi, Rolf H.; Taqqu, Murad S.
18
2003
Where mathematics meets the Internet. Zbl 0973.00523
Willinger, Walter; Paxson, Vern
15
1998
Mathematics and the internet: a source of enormous confusion and great potential. Zbl 1168.90004
Willinger, Walter; Alderson, David; Doyle, John C.
13
2009
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter
12
1991
Is network traffic self-similar or multifractal? Zbl 0908.60078
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
11
1997
Scaling analysis of conservative cascades, with applications to network traffic. Zbl 0945.94001
Gilbert, A. C.; Willinger, W.; Feldmann, A.
10
1999
Wavelet analysis of conservative cascades. Zbl 1020.62075
Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter
9
2003
Pathwise stochastic integration and applications to the theory of continuous trading. Zbl 0698.60043
Willinger, Walter; Taqqu, Murad S.
9
1989
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
6
1993
The many facets of internet topology and traffic. Zbl 1131.90011
Alderson, D.; Chang, H.; Roughan, M.; Uhlig, S.; Willinger, W.
5
2006
Pathwise approximations of processes based on the fine structure of their filtrations. Zbl 0645.62088
Willinger, Walter; Taqqu, Murad S.
5
1988
Stochastic modeling of traffic processes. Zbl 0871.60085
Jagerman, David L.; Melamed, Benjamin; Willinger, Walter
5
1997
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C.
4
1997
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
4
1995
Fractal traffic flows in high-speed communications networks. Zbl 0906.90065
Erramilli, Ashok; Willinger, Walter; Pruthi, Parag
3
1994
Traffic modeling for high-speed networks: Theory versus practice. Zbl 0837.68005
Willinger, Walter
3
1995
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1993
Fractal queueing models. Zbl 0871.60078
Erramilli, Ashok; Narayan, Onuttom; Willinger, Walter
3
1997
Toward a convergence theory for continuous stochastic securities market models. Zbl 0900.90053
Willinger, Walter; Taqqu, Murad S.
2
1991
Mathematics and the internet: a source of enormous confusion and great potential. Zbl 1168.90004
Willinger, Walter; Alderson, David; Doyle, John C.
13
2009
The many facets of internet topology and traffic. Zbl 1131.90011
Alderson, D.; Chang, H.; Roughan, M.; Uhlig, S.; Willinger, W.
5
2006
Towards a theory of scale-free graphs: definition, properties, and implications. Zbl 1103.05082
Li, Lun; Alderson, David; Doyle, John C.; Willinger, Walter
37
2005
Long-range dependence and data network traffic. Zbl 1109.60317
Willinger, Walter; Paxson, Vern; Riedi, Rolf H.; Taqqu, Murad S.
18
2003
Wavelet analysis of conservative cascades. Zbl 1020.62075
Resnick, Sidney; Samorodnitsky, Gennady; Gilbert, Anna; Willinger, Walter
9
2003
Stock market prices and long-range dependence. Zbl 0924.90029
Willinger, Walter; Taqqu, Murad S.; Teverovsky, Vadim
82
1999
A critical look at Lo’s modified \(R/S\) statistic. Zbl 1044.60508
Teverovsky, Vadim; Taqqu, Murad S.; Willinger, Walter
26
1999
Scaling analysis of conservative cascades, with applications to network traffic. Zbl 0945.94001
Gilbert, A. C.; Willinger, W.; Feldmann, A.
10
1999
Self-similarity and heavy tails: Structural modeling of network traffic. Zbl 0926.90014
Willinger, Walter; Paxson, Vern; Taqqu, Murad S.
28
1998
Where mathematics meets the Internet. Zbl 0973.00523
Willinger, Walter; Paxson, Vern
15
1998
Is network traffic self-similar or multifractal? Zbl 0908.60078
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
11
1997
Stochastic modeling of traffic processes. Zbl 0871.60085
Jagerman, David L.; Melamed, Benjamin; Willinger, Walter
5
1997
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C.
4
1997
Fractal queueing models. Zbl 0871.60078
Erramilli, Ashok; Narayan, Onuttom; Willinger, Walter
3
1997
A bibliographical guide to self-similar traffic and performance modeling for modern high-speed networks. Zbl 0855.60086
Willinger, Walter; Taqqu, Murad S.; Erramilli, Ashok
19
1996
Estimators for long-range dependence: An empirical study. Zbl 0864.62061
Taqqu, Murad S.; Teverovsky, Vadim; Willinger, Walter
118
1995
Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements. Zbl 1148.90310
Willinger, Walter; Taqqu, Murad S.; Leland, Will E.; Wilson, Daniel V.
62
1995
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
31
1995
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
4
1995
Traffic modeling for high-speed networks: Theory versus practice. Zbl 0837.68005
Willinger, Walter
3
1995
Dynamic spanning without probabilities. Zbl 0801.90010
Bick, Avi; Willinger, Walter
21
1994
Fractal traffic flows in high-speed communications networks. Zbl 0906.90065
Erramilli, Ashok; Willinger, Walter; Pruthi, Parag
3
1994
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
6
1993
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1993
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter
12
1991
Toward a convergence theory for continuous stochastic securities market models. Zbl 0900.90053
Willinger, Walter; Taqqu, Murad S.
2
1991
Equivalent martingale measures and no-arbitrage in stochastic securities market models. Zbl 0694.90037
Dalang, Robert C.; Morton, Andrew; Willinger, Walter
135
1990
Pathwise stochastic integration and applications to the theory of continuous trading. Zbl 0698.60043
Willinger, Walter; Taqqu, Murad S.
9
1989
Pathwise approximations of processes based on the fine structure of their filtrations. Zbl 0645.62088
Willinger, Walter; Taqqu, Murad S.
5
1988
The analysis of finite security markets using martingales. Zbl 0618.60047
Taqqu, Murad S.; Willinger, Walter
18
1987
all top 5

Cited by 984 Authors

14 Rásonyi, Miklós
14 Taqqu, Murad S.
12 Lépinette, Emmanuel
11 Resnick, Sidney Ira
10 Carassus, Laurence
10 Li, Ming
9 Mishura, Yuliya Stepanivna
8 Schachermayer, Walter
7 Schied, Alexander
6 Sikora, Grzegorz
6 Willinger, Walter
5 Bianchi, Sergio
5 Biermé, Hermine
5 Frittelli, Marco
5 Guasoni, Paolo
5 Tindel, Samy
4 Bouchard, Bruno
4 Burzoni, Matteo
4 Cajueiro, Daniel O.
4 Delbaen, Freddy
4 Didier, Gustavo
4 Elliott, Robert James
4 Ferrando, Sebastián Esteban
4 Havlin, Shlomo
4 Klein, Irene
4 Lacaux, Céline
4 Maggis, Marco
4 Nutz, Marcel
4 Rigo, Pietro
4 Tabak, Benjamin Miranda
4 Wyłomańska, Agnieszka
4 Zhao, Wei
3 Baek, Changryong
3 Bayraktar, Erhan
3 Berti, Patrizia
3 Blanchard, Romain
3 Bunde, Armin
3 Cheridito, Patrick
3 Choulli, Tahir
3 El Maroufy, Hamid
3 Evstigneev, Igor V.
3 Feng, Huifang
3 Giraitis, Liudas
3 González, Alfredo Lázaro
3 Grassi, Rosanna
3 Jouini, Elyès
3 Kabanov, Yuriĭ Mikhaĭlovich
3 Kardaras, Constantinos
3 Kristoufek, Ladislav
3 Liu, Guangying
3 Lopes, Sílvia R. C.
3 Lukashenko, Oleg V.
3 Morozov, Evsey
3 Napp, Clotilde
3 Obloj, Jan K.
3 Pennanen, Teemu
3 Perez-Ostafe, Lavinia
3 Pratelli, Luca
3 Prömel, David J.
3 Ren, Fuyao
3 Samorodnitsky, Gennady Pinkhosovich
3 Scheffler, Hans-Peter
3 Schweizer, Martin
3 Siu, Tak Kuen
3 Stanley, H. Eugene
3 Stefani, Silvana
3 Stoev, Stilian A.
3 Sun, Lin
3 Taksar, Michael I.
3 Torriero, Anna
3 Wang, Xiaotian
3 Zhao, Jun
2 Abry, Patrice
2 Alvarez, Alexander
2 Antoniou, Ioannis E.
2 Bacry, Emmanuel
2 Balbás, Alejandro
2 Barigou, Karim
2 Barral, Julien
2 Benhaddou, Rida
2 Betken, Annika
2 Bielecki, Tomasz R.
2 Boutahar, Mohamed
2 Braouezec, Yann
2 Brouste, Alexandre
2 Cattani, Carlo
2 Chang, Yen-Ching
2 Chen, Wenting
2 Cialenco, Igor
2 Cont, Rama
2 Cordero, Fernando
2 Crato, Nuno
2 Cutland, Nigel J.
2 Dang, Trang Dinh
2 D’Auria, Bernardo
2 De Giovanni, Livia
2 Degano, Iván L.
2 Dehling, Herold G.
2 Deng, Jun
2 Dolinsky, Yan
...and 884 more Authors
all top 5

Cited in 202 Serials

29 Mathematical Finance
23 Stochastic Processes and their Applications
22 Physica A
20 Chaos, Solitons and Fractals
20 Finance and Stochastics
16 The Annals of Applied Probability
13 Journal of Mathematical Economics
13 International Journal of Theoretical and Applied Finance
10 Computational Statistics and Data Analysis
9 Mathematical Problems in Engineering
9 Stochastic Models
8 Fractals
7 Journal of Mathematical Analysis and Applications
7 Journal of Statistical Planning and Inference
7 Journal of Statistical Computation and Simulation
7 Communications in Nonlinear Science and Numerical Simulation
7 Mathematics and Financial Economics
6 Advances in Applied Probability
6 Insurance Mathematics & Economics
6 Statistics & Probability Letters
6 Journal of Time Series Analysis
6 Queueing Systems
6 Bernoulli
6 Quantitative Finance
6 Stochastics
5 The Annals of Statistics
5 Abstract and Applied Analysis
5 Journal of Statistical Mechanics: Theory and Experiment
5 SIAM Journal on Financial Mathematics
5 Annals of Finance
4 Computers & Mathematics with Applications
4 Journal of Applied Probability
4 Journal of Econometrics
4 Journal of Multivariate Analysis
4 Mathematics of Operations Research
4 Statistics
4 Journal of Economic Dynamics & Control
4 Mathematical and Computer Modelling
4 Communications in Statistics. Simulation and Computation
4 European Journal of Operational Research
4 Applied Mathematical Finance
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Chaos
4 Statistics and Computing
3 Journal of Computational and Applied Mathematics
3 Mathematics and Computers in Simulation
3 Theoretical Computer Science
3 Physica D
3 Journal of Theoretical Probability
3 Economics Letters
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Mathematical Programming. Series A. Series B
3 Journal of Mathematical Sciences (New York)
3 Journal of Nonparametric Statistics
3 Mathematical Methods of Operations Research
3 Methodology and Computing in Applied Probability
3 Scandinavian Actuarial Journal
3 Decisions in Economics and Finance
3 Advances in Difference Equations
3 The European Physical Journal B. Condensed Matter and Complex Systems
2 Journal of Statistical Physics
2 Physics Letters. A
2 Scandinavian Journal of Statistics
2 Theory of Probability and its Applications
2 The Annals of Probability
2 Automatica
2 Mathematische Annalen
2 Networks
2 Systems & Control Letters
2 Operations Research Letters
2 Stochastic Analysis and Applications
2 Statistical Science
2 Algorithmica
2 Annals of Operations Research
2 Communications in Statistics. Theory and Methods
2 Stochastics and Stochastics Reports
2 Applied Mathematics. Series B (English Edition)
2 Applied and Computational Harmonic Analysis
2 Statistical Papers
2 Electronic Journal of Probability
2 Journal of Applied Statistics
2 International Journal of Communication Systems
2 Extremes
2 Statistical Inference for Stochastic Processes
2 Applied Stochastic Models in Business and Industry
2 The ANZIAM Journal
2 Journal of Systems Science and Complexity
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Statistical Modelling
2 Journal of Machine Learning Research (JMLR)
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Internet Mathematics
2 The Annals of Applied Statistics
2 Modern Stochastics. Theory and Applications
2 Probability, Uncertainty and Quantitative Risk
1 Modern Physics Letters B
1 The American Statistician
1 The Canadian Journal of Statistics
1 International Journal of Systems Science
1 Inverse Problems
...and 102 more Serials

Citations by Year