118 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Erik Taflin, “Generalized integrands and bond portfolios: Pitfalls and counter examples”, Ann. Appl. Probab., 21, no. 1, 2011  crossref
  2. Robert A. Jarrow, Continuous-Time Asset Pricing Theory, 2021, 119  crossref
  3. Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas, “Bond Market Completeness Under Stochastic Strings with Distribution-Valued Strategies”, SSRN Journal, 2015  crossref
  4. Huyên Pham, “A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment”, Stochastics and Stochastic Reports, 75, no. 5, 2003, 343  crossref
  5. Morten Mosegaard Christensen, Eckhard Platen, “A General Benchmark Model for Stochastic Jump Sizes”, Stochastic Analysis and Applications, 23, no. 5, 2005, 1017  crossref
  6. Christoph Kühn, Maximilian Stroh, “Continuous time trading of a small investor in a limit order market”, Stochastic Processes and their Applications, 123, no. 6, 2013, 2011  crossref
  7. Julian Hölzermann, “Term structure modeling under volatility uncertainty”, Math Finan Econ, 16, no. 2, 2022, 317  crossref
  8. Jan Baldeaux, Marek Rutkowski, “Static Replication of Forward-Start Claims and Realized Variance Swaps”, Applied Mathematical Finance, 17, no. 2, 2010, 99  crossref
  9. Claudio Fontana, Thorsten Schmidt, “General Dynamic Term Structures Under Default Risk”, SSRN Journal, 2017  crossref
  10. Ole E Barndorff-Nielsen, Elisa Nicolato, Neil Shephard, “Some recent developments in stochastic volatility modelling”, Quantitative Finance, 2, no. 1, 2002, 11  crossref
Previous
1
3
4
5
6
7
8
9
12
Next