75 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. Roman V. Ivanov, Katsunori Ano, “Option pricing in time-changed Lévy models with compound Poisson jumps”, Modern Stochastics: Theory and Applications, 2019, 81  crossref
  2. Dilip B. Madan, “Risks and Their Rewards in Financial Markets: A Two Price Perspective”, SSRN Journal, 2016  crossref
  3. Viktor Todorov, “Testing and inference for fixed times of discontinuity in semimartingales”, Bernoulli, 26, no. 4, 2020  crossref
  4. Dilip B. Madan, King Wang, “The valuation of corporations: a derivative pricing perspective”, Ann Finance, 19, no. 1, 2023, 1  crossref
  5. Vladimir Panov, “Series Representations for Multivariate Time-Changed Lévy Models”, Methodol Comput Appl Probab, 19, no. 1, 2017, 97  crossref
  6. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut Veraart, “Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes”, SSRN Journal, 2012  crossref
  7. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes”, Bernoulli, 19, no. 3, 2013  crossref
  8. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut Veraart, “Cross-Commodity Modelling by Multivariate Ambit Fields”, SSRN Journal, 2014  crossref
  9. Ole E. Barndorff-Nielsen, David G. Pollard, Neil Shephard, “Integer-valued Lévy processes and low latency financial econometrics”, Quantitative Finance, 12, no. 4, 2012, 587  crossref
  10. Nino E Kordzahiya, Aleksandr Aleksandrovich Novikov, Albert Nikolaevich Shiryaev, “Неравенство Колмогорова для максимума суммы случайных величин и его мартингальные аналоги”, Теория вероятностей и ее применения, 68, no. 3, 2023, 565  crossref
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