71 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. Denis Belomestny, Vladimir Panov, “Estimation of the activity of jumps in time-changed Lévy models”, Electron. J. Statist., 7, no. none, 2013  crossref
  2. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, 74, Commodities, Energy and Environmental Finance, 2015, 109  crossref
  3. Jorge M. Ramirez, Enirque A. Thomann, Edward C. Waymire, The Fascination of Probability, Statistics and their Applications, 2016, 191  crossref
  4. Dilip B. Madan, “Instantaneous portfolio theory”, Quantitative Finance, 18, no. 8, 2018, 1345  crossref
  5. Lingfei Li, Rafael Mendoza-Arriaga, “Equivalent measure changes for subordinate diffusions”, Stochastic Models, 35, no. 4, 2019, 357  crossref
  6. Ole E. Barndorff-Nielsen, Almut Veraart, “Stochastic Volatility of Volatility and Variance Risk Premia”, SSRN Journal, 2011  crossref
  7. Michael Schmutz, “Semi-static hedging for certain Margrabe-type options with barriers”, Quantitative Finance, 11, no. 7, 2011, 979  crossref
  8. Enzo Orsingher, Costantino Ricciuti, Bruno Toaldo, “Time-Inhomogeneous Jump Processes and Variable Order Operators”, Potential Anal, 45, no. 3, 2016, 435  crossref
  9. Anatoliy Swishchuk, Change of Time Methods in Quantitative Finance, 2016, 13  crossref
  10. Piergiacomo Sabino, “Forward or Backward Simulation?: A Comparative Study”, SSRN Journal, 2019  crossref
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