121 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Thilo Meyer-Brandis, Frank Proske, “Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes”, J Theor Probab, 23, no. 1, 2010, 301  crossref
  2. Robert A. Jarrow, Continuous-Time Asset Pricing Theory, 2018, 105  crossref
  3. Philipp J. Sch�nbucher, “Term structure modelling of defaultable bonds”, Rev Deriv Res, 2, no. 2-3, 1998, 161  crossref
  4. MICHAŁ BARSKI, JERZY ZABCZYK, “COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS”, Int. J. Theor. Appl. Finan., 13, no. 05, 2010, 635  crossref
  5. Wolfgang Kluge, Antonis Papapantoleon, “On the valuation of compositions in Lévy term structure models”, Quantitative Finance, 9, no. 8, 2009, 951  crossref
  6. Michał Barski, Jerzy Zabczyk, “On CIR Equations with General Factors”, SIAM J. Finan. Math., 11, no. 1, 2020, 131  crossref
  7. Vilimir Yordanov, 165, Innovations in Derivatives Markets, 2016, 315  crossref
  8. Peter Honore, “Modelling Interest Rate Dynamics in a Corridor with Jump Processes”, SSRN Journal, 1998  crossref
  9. José M. Corcuera, João M. E. Guerra, “Dynamic complex hedging in additive markets”, Quantitative Finance, 10, no. 9, 2010, 1023  crossref
  10. Eckhard Platen, Stefan Tappe, “Real-World Forward Rate Dynamics With Affine Realizations”, Stochastic Analysis and Applications, 33, no. 4, 2015, 573  crossref
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