199 citations to 10.1111/1467-9965.00031 (Crossref Cited-By Service)
  1. Shu L. Chiang, Ming S. Tsai, “Pricing Defaultable Bonds Using a Lévy Jump‐Diffusion Model”, Int Rev Finance, 19, no. 3, 2019, 613  crossref
  2. Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas, “Malliavin Calculus for Stochastic Strings with Applications To Barrier Options and Optimal Portfolios”, SSRN Journal, 2017  crossref
  3. Shih-Kuei Lin, Shin-Yun Wang, Carl R. Chen, Lian-Wen Xu, “Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks”, The North American Journal of Economics and Finance, 42, 2017, 359  crossref
  4. Pavel V. Gapeev, Uwe Küchler, “On Markovian short rates in term structure models driven by jump-diffusion processes”, Statistics & Decisions, 24, no. 2, 2006, 255  crossref
  5. Claudia Ceci, Katia Colaneri, Alessandra Cretarola, “A benchmark approach to risk-minimization under partial information”, Insurance: Mathematics and Economics, 55, 2014, 129  crossref
  6. Kamil Kladívko, Mihail Zervos, “Mean–variance hedging of contingent claims with random maturity”, Mathematical Finance, 33, no. 4, 2023, 1213  crossref
  7. Morten Mosegaard Christensen, Eckhard Platen, “A General Benchmark Model for Stochastic Jump Sizes”, Stochastic Analysis and Applications, 23, no. 5, 2005, 1017  crossref
  8. Carl Chiarella, Samuel Chege Maina, Christina Nikitipoulos Sklibosios, “Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility”, SSRN Journal, 2010  crossref
  9. Francesca Biagini, Encyclopedia of Quantitative Finance, 2010  crossref
  10. Beyna Ingo, Carl Chiarella, Boda Kang, “Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time”, SSRN Journal, 2012  crossref
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