118 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Damir Filipović, Stefan Tappe, “Existence of Lévy term structure models”, Finance Stoch, 12, no. 1, 2007, 83  crossref
  2. Constantinos Kardaras, “On the closure in the Emery topology of semimartingale wealth-process sets”, Ann. Appl. Probab., 23, no. 4, 2013  crossref
  3. Martino Grasselli, Giulio Miglietta, “A Flexible Spot Multiple-Curve Model”, SSRN Journal, 2014  crossref
  4. Nathanael Ringer, Michael Tehranchi, “Optimal portfolio choice in the bond market”, Finance Stoch, 10, no. 4, 2006, 553  crossref
  5. Martino Grasselli, Giulio Miglietta, “A flexible spot multiple-curve model”, Quantitative Finance, 16, no. 10, 2016, 1465  crossref
  6. Ernst Eberlein, Jan Kallsen, Mathematical Finance, 2019, 663  crossref
  7. Michał Barski, Jerzy Zabczyk, “Heath–Jarrow–Morton–Musiela equation with Lévy perturbation”, Journal of Differential Equations, 253, no. 9, 2012, 2657  crossref
  8. Ivan Yaroslavtsev, “Burkholder–Davis–Gundy Inequalities in UMD Banach Spaces”, Commun. Math. Phys., 379, no. 2, 2020, 417  crossref
  9. Damir Filipović, Stefan Tappe, Josef Teichmann, “Jump-diffusions in Hilbert spaces: existence, stability and numerics”, Stochastics, 82, no. 5, 2010, 475  crossref
  10. Carlo Marinelli, “Local Well-Posedness of Musiela's SPDE with Lévy Noise”, SSRN Journal, 2007  crossref
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