Giulia Di Nunno, Inga Baadshaug Eide, “Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach”, Stochastic Analysis and Applications, 28, no. 1, 2009, 54
Wolfgang J. Runggaldier, Handbook of Heavy Tailed Distributions in Finance, 2003, 169
Claudio Fontana, Zorana Grbac, Sandrine Gümbel, Thorsten Schmidt, “Term structure modelling for multiple curves with stochastic discontinuities”, Finance Stoch, 24, no. 2, 2020, 465
Francesca Biagini, Encyclopedia of Quantitative Finance, 2010
Claudio Fontana, Thorsten Schmidt, “General dynamic term structures under default risk”, Stochastic Processes and their Applications, 128, no. 10, 2018, 3353
Wolfgang J. Runggaldier, “An Italian perspective on the development of financial mathematics from 1992 to 2008”, Finance Stoch, 26, no. 1, 2022, 5
Hossein Nohrouzian, Ying Ni, Anatoliy Malyarenko, Applied Modeling Techniques and Data Analysis 2, 2021, 75
Constantinos Kardaras, “Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance”, Ann. Appl. Probab., 34, no. 3, 2024
Anna Rusinek, “Mean reversion for HJMM forward rate models”, Adv. Appl. Probab., 42, no. 02, 2010, 371
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro, “Measure‐valued processes for energy markets”, Mathematical Finance, 2024, mafi.12452