1004 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Antonio Mele, Yoshiki Obayashi, “Credit Variance Swaps and Volatility Indexes”, SSRN Journal, 2013  crossref
  2. PATRICK ASSONKEN, G. S. LADDE, “OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS”, Int. J. Theor. Appl. Finan., 18, no. 08, 2015, 1550052  crossref
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