121 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Pavel V. Gapeev, Uwe Küchler, “On Markovian short rates in term structure models driven by jump-diffusion processes”, Statistics & Decisions, 24, no. 2, 2006, 255  crossref
  2. Claudio Fontana, Zorana Grbac, Thorsten Schmidt, “Term structure modeling with overnight rates beyond stochastic continuity”, Mathematical Finance, 34, no. 1, 2024, 151  crossref
  3. Ivar Ekeland, Erik Taflin, 1919, Paris-Princeton Lectures on Mathematical Finance 2004, 2007, 51  crossref
  4. Winslow Strong, “Fundamental Theorems of Asset Pricing for Piecewise Semimartingales of Stochastic Dimension”, SSRN Journal, 2011  crossref
  5. L. Steinruecke, R. Zagst, A. Swishchuk, “The Markov-switching jump diffusion LIBOR market model”, Quantitative Finance, 15, no. 3, 2015, 455  crossref
  6. Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier, “A stochastic control perspective on term structure models with roll-over risk”, SSRN Journal, 2023  crossref
  7. Stefan Tappe, Stefan Weber, “Stochastic mortality models: an infinite-dimensional approach”, Finance Stoch, 18, no. 1, 2014, 209  crossref
  8. Tomas Björk, Encyclopedia of Quantitative Finance, 2010  crossref
  9. DAVID CRIENS, “A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS”, Int. J. Theor. Appl. Finan., 23, no. 03, 2020, 2050020  crossref
  10. Winslow Strong, “Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension”, Finance Stoch, 18, no. 3, 2014, 487  crossref
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