118 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Rudra P. Jena, Peter Tankov, “Arbitrage Opportunities in Misspecified Stochastic Volatility Models”, SIAM J. Finan. Math., 2, no. 1, 2011, 317  crossref
  2. Dewen Xiong, Michael Kohlmann, “The Mean-Variance Hedging in a Bond Market with Jumps”, Stochastic Analysis and Applications, 28, no. 5, 2010, 793  crossref
  3. Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas, “Bond market completeness under stochastic strings with distribution-valued strategies”, Quantitative Finance, 22, no. 2, 2022, 197  crossref
  4. Dewen Xiong, Michael Kohlmann, “Defaultable Bond Markets with Jumps”, Stochastic Analysis and Applications, 30, no. 2, 2012, 285  crossref
  5. Shu L. Chiang, Ming S. Tsai, “Pricing Defaultable Bonds Using a Lévy Jump‐Diffusion Model”, Int Rev Finance, 19, no. 3, 2019, 613  crossref
  6. Dewen Xiong, Michael Kohlmann, “Modeling the Forward CDS Spreads with Jumps”, Stochastic Analysis and Applications, 30, no. 3, 2012, 375  crossref
  7. Silvia Florio, Wolfgang J. Runggaldier, “On hedging in finite security markets”, Applied Mathematical Finance, 6, no. 3, 1999, 159  crossref
  8. Sergio Albeverio, Eugene Lytvynov, Andrea Mahnig, “A model of the term structure of interest rates based on Lévy fields”, Stochastic Processes and their Applications, 114, no. 2, 2004, 251  crossref
  9. Michał Barski, Jerzy Zabczyk, Mathematics of the Bond Market: A Lévy Processes Approach, 2020  crossref
  10. Shin Ichi Aihara, Arunabha Bagchi, “STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING”, Mathematical Finance, 15, no. 1, 2005, 27  crossref
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