164 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. FRED ESPEN BENTH, SALVADOR ORTIZ-LATORRE, “A CHANGE OF MEASURE PRESERVING THE AFFINE STRUCTURE IN THE BARNDORFF-NIELSEN AND SHEPHARD MODEL FOR COMMODITY MARKETS”, Int. J. Theor. Appl. Finan., 18, no. 06, 2015, 1550038  crossref
  2. Carla Mereu, Robert Stelzer, “A BSDE arising in an exponential utility maximization problem in a pure jump market model”, Stochastics, 89, no. 1, 2017, 240  crossref
  3. M. R. Fengler, H. Herwartz, C. Werner, “A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew”, Journal of Financial Econometrics, 10, no. 3, 2012, 457  crossref
  4. Carole Bernard, Zhenyu Cui, Don McLeish, “ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS”, Mathematical Finance, 27, no. 1, 2017, 194  crossref
  5. B. Chikvinidze, “A new sufficient condition for uniform integrability of stochastic exponentials”, Stochastics, 89, no. 3-4, 2017, 619  crossref
  6. ERNST EBERLEIN, WOLFGANG KLUGE, ANTONIS PAPAPANTOLEON, “SYMMETRIES IN LÉVY TERM STRUCTURE MODELS”, Int. J. Theor. Appl. Finan., 09, no. 06, 2006, 967  crossref
  7. José Fajardo, “Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models”, Decisions Econ Finan, 37, no. 2, 2014, 319  crossref
  8. Lioudmila Vostrikova, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 453  crossref
  9. Dorje C. Brody, Lane P. Hughston, Ewan Mackie, “Rational term structure models with geometric Lévy martingales”, Stochastics, 84, no. 5-6, 2012, 719  crossref
  10. Ernst Eberlein, Christoph Gerhart, “A multiple-curve Lévy forward rate model in a two-price economy”, Quantitative Finance, 18, no. 4, 2018, 537  crossref
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