71 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. Anatoliy Swishchuk, Change of Time Methods in Quantitative Finance, 2016, 107  crossref
  2. Dilip B. Madan, “Pricing Options on Mean Reverting Underliers”, SSRN Journal, 2016  crossref
  3. Boris Buchmann, Kevin W. Lu, Dilip B. Madan, “Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions”, Bernoulli, 25, no. 1, 2019  crossref
  4. Dilip B. Madan, Wim Schoutens, “Conic Asset Pricing and the Costs of Price Fluctuations”, SSRN Journal, 2017  crossref
  5. Ole E. Barndorff-Nielsen, “Stationary infinitely divisible processes”, Braz. J. Probab. Stat., 25, no. 3, 2011  crossref
  6. Dilip B. Madan, King Wang, “Implied price processes anchored in statistical realizations”, FMF, 1, no. 3, 2022, 321  crossref
  7. Ilya Molchanov, Michael Schmutz, Inspired by Finance, 2014, 439  crossref
  8. N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues”, Theory Probab. Appl., 68, no. 3, 2023, 457  crossref
  9. Beatrice Acciaio, Irina Penner, “Characterization of max-continuous local martingales vanishing at infinity”, Electron. Commun. Probab., 21, no. none, 2016  crossref
  10. Farouk Mselmi, “Generalized linear model for subordinated Lévy processes”, Scandinavian J Statistics, 49, no. 2, 2022, 772  crossref
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