164 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Patrick Cheridito, Damir Filipović, Marc Yor, “Equivalent and absolutely continuous measure changes for jump-diffusion processes”, Ann. Appl. Probab., 15, no. 3, 2005  crossref
  2. Stefan Kassberger, Thomas Liebmann, “q-Optimal Martingale Measures for Exponential Lévy Processes”, SSRN Journal, 2008  crossref
  3. S. Cawston, L. Vostrikova, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 305  crossref
  4. Mahdieh Aminian Shahrokhabadi, Alexander Melnikov, Andrey Pak, “The Duality Principle for Multidimensional Optional Semimartingales”, JRFM, 17, no. 2, 2024, 43  crossref
  5. Kais Hamza, Fima C. Klebaner, “On the implicit Black–Scholes formula”, Stochastics, 80, no. 1, 2008, 97  crossref
  6. Fred Espen Benth, Carlo Sgarra, “The Risk Premium and the Esscher Transform in Power Markets”, SSRN Journal, 2009  crossref
  7. E. R. Offen, E. M. Lungu, “Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale”, JMF, 05, no. 03, 2015, 286  crossref
  8. R. V. Ivanov, “On Computing the Price of Financial Instruments in Foreign Currency”, Autom Remote Control, 79, no. 4, 2018, 679  crossref
  9. Fred Espen Benth, 189, Advanced Modelling in Mathematical Finance, 2016, 477  crossref
  10. Ernst Eberlein, Jan Kallsen, Mathematical Finance, 2019, 97  crossref
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