45 citations to 10.1007/s00780-008-0061-0 (Crossref Cited-By Service)
  1. R. V. Ivanov, A. N. Shiryaev, “On Duality Principle for Hedging Strategies in Diffusion Models”, Theory Probab. Appl., 56, no. 3, 2012, 376  crossref
  2. Federico Graceffa, Damiano Brigo, Andrea Pallavicini, “On the consistency of jump-diffusion dynamics for FX rates under inversion”, J. Finan. Eng., 07, no. 04, 2020, 2050046  crossref
  3. Роман Валерьевич Иванов, Roman Valer'evich Ivanov, Альберт Николаевич Ширяев, Albert Nikolaevich Shiryaev, “О принципе дуальности для хеджирующих стратегий в диффузионных моделях”, ТВП, 56, no. 3, 2011, 417  crossref
  4. Vassili N. Kolokoltsov, “Stochastic Monotonicity and Duality of kth Order with Application to Put-Call Symmetry of Powered Options”, J. Appl. Probab., 52, no. 01, 2015, 82  crossref
  5. Ilya Molchanov, Michael Schmutz, “Exchangeability-type properties of asset prices”, Adv. Appl. Probab., 43, no. 03, 2011, 666  crossref
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