165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu, “Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework”, Math Finan Econ, 13, no. 4, 2019, 543  crossref
  2. David Sloth, “A Journey into the Dark Arts of Quantitative Finance”, SSRN Journal, 2013  crossref
  3. 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
  4. Jan Kallsen, From Stochastic Calculus to Mathematical Finance, 2006, 343  crossref
  5. Kais Hamza, Fima C. Klebaner, Zinoviy Landsman, Ying-Oon Tan, “Option Pricing for Symmetric Lévy Returns with Applications”, Asia-Pac Financ Markets, 22, no. 1, 2015, 27  crossref
  6. Dorje C. Brody, Lane P. Hughston, Ewan Mackie, “General theory of geometric Lévy models for dynamic asset pricing”, Proc. R. Soc. A., 468, no. 2142, 2012, 1778  crossref
  7. Armin Pourkhanali, Farzad Alavi Fard, “Pricing equity linked annuities under regime-switching generalized gamma process”, COC, 12, no. 3, 2015, 250  crossref
  8. Yuanchuang Shan, Haoran Yi, Xuekang Zhang, Huisheng Shu, “Option pricing under a Markov-modulated Merton jump-diffusion dividend”, Communications in Statistics - Theory and Methods, 52, no. 5, 2023, 1490  crossref
  9. Fima C. Klebaner, Zinoviy Landsman, “Option Pricing for Log-Symmetric Distributions of Returns”, Methodol Comput Appl Probab, 11, no. 3, 2009, 339  crossref
  10. Friedrich Hubalek, Carlo Sgarra, “On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps”, Journal of Computational and Applied Mathematics, 235, no. 11, 2011, 3355  crossref
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