164 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Nacira Agram, Bernt Øksendal, Jan Rems, “Deep learning for quadratic hedging in incomplete jump market”, Digit Finance, 2024  crossref
  2. Kjetil Røysland, Pål C. Ryalen, Mari Nygård, Vanessa Didelez, “Graphical criteria for the identification of marginal causal effects in continuous-time survival and event-history analyses”, Journal of the Royal Statistical Society Series B: Statistical Methodology, 2024, qkae056  crossref
  3. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling Electricity Futures by Ambit Fields”, Adv. Appl. Probab., 46, no. 03, 2014, 719  crossref
  4. “Option Pricing Under New Classes of Jump-Diffusion Processes”, 2023  crossref
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