44 citations to 10.1007/s00780-008-0061-0 (Crossref Cited-By Service)
  1. Yuliya Mishura, Georgiy Shevchenko, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 197  crossref
  2. Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev, “Esscher transform and the duality principle for multidimensional semimartingales”, Ann. Appl. Probab., 19, no. 5, 2009  crossref
  3. Ernst Eberlein, Kathrin Glau, Antonis Papapantoleon, Advanced Mathematical Methods for Finance, 2011, 223  crossref
  4. Ilya Molchanov, Michael Schmutz, Inspired by Finance, 2014, 439  crossref
  5. Michael Schmutz, “Semi-static hedging for certain Margrabe-type options with barriers”, Quantitative Finance, 11, no. 7, 2011, 979  crossref
  6. José Fajardo, “Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models”, Decisions Econ Finan, 37, no. 2, 2014, 319  crossref
  7. Alessandro Gnoatto, Martino Grasselli, “An Affine Multicurrency Model with Stochastic Volatility and Stochastic Interest Rates”, SIAM J. Finan. Math., 5, no. 1, 2014, 493  crossref
  8. Thorsten Rheinländer, Michael Schmutz, “Self-dual continuous processes”, Stochastic Processes and their Applications, 123, no. 5, 2013, 1765  crossref
  9. Hideharu Funahashi, Masaaki Kijima, “A unified approach for the pricing of options relating to averages”, Rev Deriv Res, 20, no. 3, 2017, 203  crossref
  10. Ernst Eberlein, Quantitative Energy Finance, 2014, 85  crossref
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