165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Shian-Chang Huang, Nan-Yu Wang, Ming-Hsiang Huang, “Pricing multivariate options under stochastic volatility lévy processes”, Journal of Information and Optimization Sciences, 32, no. 2, 2011, 381  crossref
  2. David Criens, “Structure-preserving equivalent martingale measures for ℋ-SII models”, J. Appl. Probab., 55, no. 1, 2018, 1  crossref
  3. J. Kallsen, “$\sigma$-Localization and $\sigma$-Martingales”, Theory Probab. Appl., 48, no. 1, 2004, 152  crossref
  4. Young Lee, Thorsten Rheinländer, “On the cumulant transforms for Hawkes processes”, J. Appl. Probab., 60, no. 2, 2023, 528  crossref
  5. Son-Nan Chen, Pao-Peng Hsu, Chang-Yi Li, “Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion”, Quantitative Finance, 16, no. 4, 2016, 573  crossref
  6. Laura Ballotta, Alessandro Morico, “Hidden Correlations: A Self-Exciting Tale from the FX World”, SSRN Journal, 2018  crossref
  7. L. Rüschendorf, Steven Vanduffel, “On the construction of optimal payoffs”, Decisions Econ Finan, 43, no. 1, 2020, 129  crossref
  8. Antonis Papapantoleon, “Old and new approaches to LIBOR modeling”, Statistica Neerlandica, 64, no. 3, 2010, 257  crossref
  9. Fred Espen Benth, Carlo Sgarra, “The Risk Premium and the Esscher Transform in Power Markets”, Stochastic Analysis and Applications, 30, no. 1, 2012, 20  crossref
  10. Fred Espen Benth, Salvador Ortiz-Latorre, “A Pricing Measure to Explain the Risk Premium in Power Markets”, SIAM J. Finan. Math., 5, no. 1, 2014, 685  crossref
Previous
1
12
13
14
15
16
17
Next