165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Manijeh Abbaspour, Kianoush Fathi Vajargah, Parvin Azhdari, “An efficient algorithm for pricing reinsurance contract under the regime-switching model”, Mathematics and Computers in Simulation, 211, 2023, 278  crossref
  2. Fred Espen Benth, Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, “Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk”, Applied Mathematical Finance, 22, no. 1, 2015, 28  crossref
  3. Rossella Agliardi, “The quintessential option pricing formula under Lévy processes”, Applied Mathematics Letters, 22, no. 10, 2009, 1626  crossref
  4. Jan Kallsen, Jan Kallsen, “$\sigma$-localization and $\sigma$-martingales”, ŅĀĻ, 48, no. 1, 2003, 177  crossref
  5. Dirk Becherer, Todor Bilarev, Peter Frentrup, “Stability for gains from large investors’ strategies in $M_{1}$/$J_{1}$ topologies”, Bernoulli, 25, no. 2, 2019  crossref
  6. ALESSANDRO GNOATTO, “COHERENT FOREIGN EXCHANGE MARKET MODELS”, Int. J. Theor. Appl. Finan., 20, no. 01, 2017, 1750007  crossref
  7. Mohamed Abdelghani, Alexander Melnikov, “Criteria for what makes a local optional martingale a true martingale”, Stochastics, 2024, 1  crossref
  8. Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda, “CBI-time-changed Lévy processes”, Stochastic Processes and their Applications, 163, 2023, 323  crossref
  9. Stefan Blei, Hans-Jürgen Engelbert, “On exponential local martingales associated with strong Markov continuous local martingales”, Stochastic Processes and their Applications, 119, no. 9, 2009, 2859  crossref
  10. Matthias Thul, “Jump Size Distributions of Additive Compound Poisson Processes That Are Closed Under the Esscher Transform”, SSRN Journal, 2013  crossref
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