24 citations to 10.1239/jap/1037816027 (Crossref Cited-By Service)
  1. S.G. Kou, 15, Financial Engineering, 2007, 343  crossref
  2. Daniel Dufresne, Jose Garrido, Manuel Morales, “Fourier Inversion Formulas in Option Pricing and Insurance”, Methodol Comput Appl Probab, 11, no. 3, 2009, 359  crossref
  3. Mark S. Joshi, Chao Yang, “Fourier Transforms, Option Pricing and Controls”, SSRN Journal, 2011  crossref
  4. Barbara Götz, Marcos Escobar, Rudi Zagst, “Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance”, Applied Mathematical Finance, 21, no. 4, 2014, 363  crossref
  5. Radu Tunaru, Stochastic Analysis 2010, 2011, 243  crossref
  6. Ernst Eberlein, Quantitative Energy Finance, 2014, 85  crossref
  7. Gareth G. Haslip, Vladimir K. Kaishev, “Lookback option pricing using the Fourier transform B-spline method”, Quantitative Finance, 14, no. 5, 2014, 789  crossref
  8. Ernst Eberlein, Kathrin Glau, Antonis Papapantoleon, “Analysis of Fourier Transform Valuation Formulas and Applications”, Applied Mathematical Finance, 17, no. 3, 2010, 211  crossref
  9. Aleksandr Aleksandrovich Novikov, Scott Alexander, Nino E Kordzahiya, T Ling, “Оценивание опционов азиатского и баскетного типов с помощью верхних и нижних границ”, Теория вероятностей и ее применения, 61, no. 1, 2016, 53  crossref
  10. Hoi Ying Wong, Ka Wai Lam, “Valuation of Discrete Dynamic Fund Protection Under Lévy Processes”, North American Actuarial Journal, 13, no. 2, 2009, 202  crossref
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