Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto, “A general HJM framework for multiple yield curve modelling”, Finance Stoch, 20, no. 2, 2016, 267
Roger J.A. Laeven, Marc J. Goovaerts, Wiley StatsRef: Statistics Reference Online, 2014
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
Young Lee, Thorsten Rheinländer, “Optimal martingale measures for defaultable assets”, Stochastic Processes and their Applications, 122, no. 8, 2012, 2870
Hardy Hulley, Johannes Ruf, “Weak tail conditions for local martingales”, Ann. Probab., 47, no. 3, 2019
Laura Ballotta, “Pricing and Capital Requirements for With Profit Contracts: Modelling Considerations”, SSRN Journal, 2007
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
Roger J.A. Laeven, Marc J. Goovaerts, Encyclopedia of Quantitative Risk Analysis and Assessment, 2008
Thorsten Schmidt, From Statistics to Mathematical Finance, 2017, 367
Alessandro Bondi, Dragana Radojičić, Thorsten Rheinländer, “Comparing Two Different Option Pricing Methods”, Risks, 8, no. 4, 2020, 108