118 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. FLORIAN HUEHNE, “DEFAULTABLE LÉVY LIBOR RATES AND CREDIT DERIVATIVES”, Int. J. Theor. Appl. Finan., 10, no. 03, 2007, 407  crossref
  2. MORTEN MOSEGAARD CHRISTENSEN, ECKHARD PLATEN, “SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS”, Int. J. Theor. Appl. Finan., 10, no. 08, 2007, 1339  crossref
  3. Rama Cont, “Modeling Term Structure Dynamics: An Infinite Dimensional Approach”, SSRN Journal, 1999  crossref
  4. Anna Rusinek, “Mean reversion for HJMM forward rate models”, Advances in Applied Probability, 42, no. 2, 2010, 371  crossref
  5. Yushi Hamaguchi, “BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets”, Japan J. Indust. Appl. Math., 38, no. 2, 2021, 425  crossref
  6. Ivar Ekeland, Erik Taflin, “A theory of bond portfolios”, Ann. Appl. Probab., 15, no. 2, 2005  crossref
  7. Raquel M. Gaspar, Mariana Khapko, “In memoriam: Tomas Björk (1947–2021)”, Finance Stoch, 27, no. 4, 2023, 867  crossref
  8. Ernst Eberlein, Fehmi Özkan, “The Defaultable Lévy Term Structure: Ratings and Restructuring”, Mathematical Finance, 13, no. 2, 2003, 277  crossref
  9. Michał Barski, Jacek Jakubowski, Jerzy Zabczyk, “ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS”, Mathematical Finance, 21, no. 3, 2011, 541  crossref
  10. Robert Bättig, “Completeness of securities market models–an operator point of view”, Ann. Appl. Probab., 9, no. 2, 1999  crossref
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