1418 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Tsukasa Fujiwara, “From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes”, Asia-Pacific Finan Markets, 11, no. 4, 2004, 367  crossref
  2. Aleš Černý, Johannes Ruf, “Simplified Stochastic Calculus: Multiplicative Compensators and Changes of Measure”, SSRN Journal, 2020  crossref
  3. Claudio Fontana, Zorana Grbac, Thorsten Schmidt, “Term structure modeling with overnight rates beyond stochastic continuity”, Mathematical Finance, 34, no. 1, 2024, 151  crossref
  4. Michael Schatz, Didier Sornette, “Inefficient Bubbles and Efficient Drawdowns in Financial Markets”, SSRN Journal, 2018  crossref
  5. Ming Liao, “Inhomogeneous Lévy Processes in Lie Groups and Homogeneous Spaces”, J Theor Probab, 27, no. 2, 2014, 315  crossref
  6. Zhi Liu, “Estimating integrated co-volatility with partially miss-ordered high frequency data”, Stat Inference Stoch Process, 19, no. 2, 2016, 175  crossref
  7. Eugene Aleksandrovich Feinberg, Albert Nikolaevich Shiryaev, “Уравнения Колмогорова для скачкообразных марковских процессов и их применения в задачах управления”, Теория вероятностей и ее применения, 66, no. 4, 2021, 734  crossref
  8. Marina Santacroce, Paola Siri, Barbara Trivellato, “Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models”, Appl Math Optim, 89, no. 3, 2024, 65  crossref
  9. Patrick Cheridito, Damir Filipović, Marc Yor, “Equivalent and absolutely continuous measure changes for jump-diffusion processes”, Ann. Appl. Probab., 15, no. 3, 2005  crossref
  10. Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér, “Approximation of SDEs: a stochastic sewing approach”, Probab. Theory Relat. Fields, 181, no. 4, 2021, 975  crossref
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