317 citations to 10.1142/3907 (Crossref Cited-By Service)
  1. Pavel V. Gapeev, “Solving the dual Russian option problem by using change‐of‐measure arguments”, High Frequency, 2, no. 2, 2019, 76  crossref
  2. R. Friedrich, J. Peinke, Ch. Renner, “How to Quantify Deterministic and Random Influences on the Statistics of the Foreign Exchange Market”, Phys. Rev. Lett., 84, no. 22, 2000, 5224  crossref
  3. FRED ESPEN BENTH, SALVADOR ORTIZ-LATORRE, “A CHANGE OF MEASURE PRESERVING THE AFFINE STRUCTURE IN THE BARNDORFF-NIELSEN AND SHEPHARD MODEL FOR COMMODITY MARKETS”, Int. J. Theor. Appl. Finan., 18, no. 06, 2015, 1550038  crossref
  4. Pavel V. Gapeev, Neofytos Rodosthenous, “Optimal stopping games in models with various information flows”, Stochastic Analysis and Applications, 39, no. 6, 2021, 1050  crossref
  5. Fred Espen Benth, Maren Diane Schmeck, 54, The Interrelationship Between Financial and Energy Markets, 2014, 233  crossref
  6. Marcus Kriele, Jochen Wolf, “On market value margins and cost of capital”, Blätter DGVFM, 28, no. 2, 2007, 195  crossref
  7. Tsukasa Fujiwara, “The Minimal Entropy Martingale Measures for Exponential Additive Processes”, Asia-Pac Financ Markets, 16, no. 1, 2009, 65  crossref
  8. Ba M. Chu, “Optimal Long Term Investment in a Jump Diffusion Setting: A Large Deviation Approach”, SSRN Journal, 2006  crossref
  9. Andrey Chertok, Victor Korolev, Alexander Korchagin, Sergey Shorgin, “Application of Compound Cox Processes In Modeling Order Flows with Non-Homogeneous Intensities”, SSRN Journal, 2014  crossref
  10. Michail Anthropelos, Michael Kupper, Antonis Papapantoleon, “An Equilibrium Model for Spot and Forward Prices of Commodities”, SSRN Journal, 2016  crossref
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