165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto, “A general HJM framework for multiple yield curve modelling”, Finance Stoch, 20, no. 2, 2016, 267  crossref
  2. Roger J.A. Laeven, Marc J. Goovaerts, Wiley StatsRef: Statistics Reference Online, 2014  crossref
  3. Farshid Mehrdoust, Idin Noorani, “Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model”, Math Finan Econ, 15, no. 3, 2021, 501  crossref
  4. Young Lee, Thorsten Rheinländer, “Optimal martingale measures for defaultable assets”, Stochastic Processes and their Applications, 122, no. 8, 2012, 2870  crossref
  5. Hardy Hulley, Johannes Ruf, “Weak tail conditions for local martingales”, Ann. Probab., 47, no. 3, 2019  crossref
  6. Laura Ballotta, “Pricing and Capital Requirements for With Profit Contracts: Modelling Considerations”, SSRN Journal, 2007  crossref
  7. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling Electricity Futures by Ambit Fields”, Advances in Applied Probability, 46, no. 3, 2014, 719  crossref
  8. Roger J.A. Laeven, Marc J. Goovaerts, Encyclopedia of Quantitative Risk Analysis and Assessment, 2008  crossref
  9. Thorsten Schmidt, From Statistics to Mathematical Finance, 2017, 367  crossref
  10. Alessandro Bondi, Dragana Radojičić, Thorsten Rheinländer, “Comparing Two Different Option Pricing Methods”, Risks, 8, no. 4, 2020, 108  crossref
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