118 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Jirô Akahori, Takahiro Tsuchiya, “What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?”, Asia-Pacific Finan Markets, 13, no. 4, 2007, 299  crossref
  2. Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, no. 2, 2013  crossref
  3. Robert S. Goldstein, “The Term Structure of Interest Rates as a Random Field”, Rev. Financ. Stud., 13, no. 2, 2000, 365  crossref
  4. Rene Carmona, Michael Tehranchi, “A characterization of hedging portfolios for interest rate contingent claims”, Ann. Appl. Probab., 14, no. 3, 2004  crossref
  5. Lijun Bo, Yongjin Wang, Xuewei Yang, “Kernel-Correlated Lévy Field Driven Forward Rate and Application to Derivative Pricing”, Appl Math Optim, 68, no. 1, 2013, 21  crossref
  6. DEWEN XIONG, MICHAEL KOHLMANN, “THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS”, Int. J. Theor. Appl. Finan., 14, no. 05, 2011, 723  crossref
  7. Hassan Dadashi, “Large deviation principle for semilinear stochastic evolution equations with Poisson noise”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 20, no. 02, 2017, 1750009  crossref
  8. Marzia De Donno, “On a Class of Generalized Integrands”, Stochastic Analysis and Applications, 25, no. 6, 2007, 1167  crossref
  9. Jean Jacod, Philip Protter, “Risk-neutral compatibility with option prices”, Finance Stoch, 14, no. 2, 2010, 285  crossref
  10. Frank Döberlein, Martin Schweizer, “ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS”, Stochastic Analysis and Applications, 19, no. 4, 2001, 605  crossref
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