163 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Aleksandar Mijatović, Mikhail Urusov, “On the martingale property of certain local martingales”, Probab. Theory Relat. Fields, 152, no. 1-2, 2012, 1  crossref
  2. Aleš Černý, Johannes Ruf, “Simplified calculus for semimartingales: Multiplicative compensators and changes of measure”, Stochastic Processes and their Applications, 161, 2023, 572  crossref
  3. Peter Carr, Laurent Cousot, “A PDE approach to jump-diffusions”, Quantitative Finance, 11, no. 1, 2011, 33  crossref
  4. Jan Baldeaux, Eckhard Platen, 5, Functionals of Multidimensional Diffusions with Applications to Finance, 2013, 397  crossref
  5. Hardy Hulley, Eckhard Platen, “A Visual Classification of Local Martingales”, SSRN Journal, 2008  crossref
  6. Guillaume Bernis, Simone Scotti, Carlo Sgarra, “A Gamma Ornstein-Uhlenbeck Model Driven by a Hawkes Process”, SSRN Journal, 2019  crossref
  7. Masatoshi Fujisaki, Dewei Zhang, “Evaluation of the MEMM, Parameter Estimation and Option Pricing for Geometric Lévy Processes”, Asia-Pac Financ Markets, 16, no. 2, 2009, 111  crossref
  8. Ernst Eberlein, Wolfgang Kluge, Advances in Mathematical Finance, 2007, 147  crossref
  9. Ernst Eberlein, Jan Kallsen, Mathematical Finance, 2019, 171  crossref
  10. Thanh Long Nguyen, “Utility Maximization in Imperfected Markets”, SSRN Journal, 2003  crossref
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