71 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. Ole E. Barndorff-Nielsen, Emil Hedevang, Jürgen Schmiegel, Benedykt Szozda, 138, Stochastics of Environmental and Financial Economics, 2016, 3  crossref
  2. Random Evolutionary Systems, 2021, 279  crossref
  3. Dilip B. Madan, “Pricing options on mean reverting underliers”, Quantitative Finance, 17, no. 4, 2017, 497  crossref
  4. Robert M. Kunst, Philip Hans Franses, “Asymmetric time aggregation and its potential benefits for forecasting annual data”, Empir Econ, 49, no. 1, 2015, 363  crossref
  5. Anatoliy Swishchuk, Change of Time Methods in Quantitative Finance, 2016, 1  crossref
  6. Elisa Alòs, Zhanyu Chen, Thorsten Rheinländer, “VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY”, Mathematical Finance, 26, no. 3, 2016, 492  crossref
  7. P Salminen, Lyudmila Vostrikova, “On exponential functionals of processes with independent increments”, Теория вероятностей и ее применения, 63, no. 2, 2018, 330  crossref
  8. Carles Bretó, Contemporary Approaches and Methods in Fundamental Mathematics and Mechanics, 2021, 277  crossref
  9. Svetlana Borovkova, Maren Diane Schmeck, “Electricity Price Modeling with Stochastic Time Change”, SSRN Journal, 2015  crossref
  10. Wendong Zheng, Chi Hung Yuen, Yue Kuen Kwok, “Numerical Algorithms for Pricing Discrete Variance and Volatility Derivatives Under Time-Changed LLvy Processes”, SSRN Journal, 2014  crossref
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