45 citations to 10.1007/s00780-008-0061-0 (Crossref Cited-By Service)
  1. Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter, Computational Methods for Quantitative Finance, 2013, 247  crossref
  2. Silke Prohl, “Libor Market Models”, SSRN Journal, 2012  crossref
  3. Ilya Molchanov, Michael Schmutz, “Multivariate Extension of Put-Call Symmetry”, SIAM J. Finan. Math., 1, no. 1, 2010, 396  crossref
  4. Elisa Alòs, Zhanyu Chen, Thorsten Rheinländer, “VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY”, Mathematical Finance, 26, no. 3, 2016, 492  crossref
  5. Lioudmila Vostrikova, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 453  crossref
  6. Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino, “A General Framework for Pricing Asian Options Under Stochastic Volatility on Parallel Architectures”, SSRN Journal, 2018  crossref
  7. Rossella Agliardi, “A comprehensive mathematical approach to exotic option pricing”, Math Methods in App Sciences, 35, no. 11, 2012, 1256  crossref
  8. Stefania Corsaro, Ioannis Kyriakou, Daniele Marazzina, Zelda Marino, “A general framework for pricing Asian options under stochastic volatility on parallel architectures”, European Journal of Operational Research, 272, no. 3, 2019, 1082  crossref
  9. Ilya Molchanov, Michael Schmutz, “Exchangeability-type properties of asset prices”, Advances in Applied Probability, 43, no. 3, 2011, 666  crossref
  10. A. A. Murzintseva, S. M. Pergamenchtchikov, E. A. Pchelintsev, “Hedging Problem for Asian Call Options with Transaction Costs”, Theory Probab. Appl., 68, no. 2, 2023, 211  crossref
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