1406 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
  1. Ernst Eberlein, Wolfgang Kluge, “VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS”, Mathematical Finance, 16, no. 2, 2006, 237  crossref
  2. Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter, Computational Methods for Quantitative Finance, 2013, 3  crossref
  3. Ilya Pavlyukevich, Andrey Pilipenko, “Generalized Peano problem with Lévy noise”, Electron. Commun. Probab., 25, no. none, 2020  crossref
  4. Markus Reiß, Markus Riedle, Onno van Gaans, “On Émery's Inequality and a Variation-of-Constants Formula”, Stochastic Analysis and Applications, 25, no. 2, 2007, 353  crossref
  5. Mátyás Barczy, Leif Döring, “On Entire Moments of Self-Similar Markov Processes”, Stochastic Analysis and Applications, 31, no. 2, 2013, 191  crossref
  6. Ozcan Ceylan, “Limited information-processing capacity and asymmetric stock correlations”, Quantitative Finance, 15, no. 6, 2015, 1031  crossref
  7. Jan Kallsen, Johannes Muhle-Karbe, Moritz Voß, “PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS”, Mathematical Finance, 2010, no  crossref
  8. Ole Eiler Barndorff‐Nielsen, Robert Stelzer, “THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL”, Mathematical Finance, 23, no. 2, 2013, 275  crossref
  9. Eric Foxall, “The naming game on the complete graph”, Electron. J. Probab., 23, no. none, 2018  crossref
  10. E. Robert Fernholz, Ioannis Karatzas, Johannes Ruf, “Volatility and arbitrage”, Ann. Appl. Probab., 28, no. 1, 2018  crossref
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