165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Roman V. Ivanov, Katsunori Ano, “Option pricing in time-changed Lévy models with compound Poisson jumps”, Modern Stochastics: Theory and Applications, 2019, 81  crossref
  2. Dorje C. Brody, Lane P. Hughston, Xun Yang, “Signal processing with Lévy information”, Proc. R. Soc. A., 469, no. 2149, 2013, 20120433  crossref
  3. Martin Larsson, Johannes Ruf, “Stochastic exponentials and logarithms on stochastic intervals — A survey”, Journal of Mathematical Analysis and Applications, 476, no. 1, 2019, 2  crossref
  4. Tak Kuen Siu, Hailiang Yang, “On pricing derivatives under nonlinear time series models”, Proc Appl Math and Mech, 7, no. 1, 2007, 1050501  crossref
  5. Thorsten Rheinländer, Encyclopedia of Quantitative Finance, 2010  crossref
  6. S. Cawston, L. Vostrikova, “On Continuity Properties for Option Prices in Exponential Lévy Models”, Theory Probab. Appl., 54, no. 4, 2010, 588  crossref
  7. Peter Carr, Liuren Wu, “Time-changed Lévy processes and option pricing”, Journal of Financial Economics, 71, no. 1, 2004, 113  crossref
  8. Liuren Wu, “Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns”, SSRN Journal, 2004  crossref
  9. Alessandro Gnoatto, Silvia Lavagnini, “Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting”, SSRN Journal, 2023  crossref
  10. Dorje C. Brody, Lane P. Hughston, “Lévy information and the aggregation of risk aversion”, Proc. R. Soc. A., 469, no. 2154, 2013, 20130024  crossref
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