74 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut Veraart, “Modelling Electricity Forward Markets by Ambit Fields”, SSRN Journal, 2011  crossref
  2. Anatoly N. Kochubei, Yuri G. Kondratiev, José L. da Silva, “Random time change and related evolution equations. Time asymptotic behavior”, Stoch. Dyn., 20, № 05, 2020, 2050034  crossref
  3. Dynamics of Statistical Experiments, 2020, 189  crossref
  4. Giulia di Nunno, Michele Giordano, “Stochastic Volterra equations with time-changed Lévy noise and maximum principles”, Ann Oper Res, 2023  crossref
  5. Anna Maria Gambaro, Riccardo Casalini, Gianluca Fusai, Alessandro Ghilarducci, “A market-consistent framework for the fair evaluation of insurance contracts under Solvency II”, Decisions Econ Finan, 42, № 1, 2019, 157  crossref
  6. Piergiacomo Sabino, “Forward or backward simulation? A comparative study”, Quantitative Finance, 20, № 7, 2020, 1213  crossref
  7. Carles Bretó, “Modeling and Inference for Infectious Disease Dynamics: A Likelihood-Based Approach”, Statist. Sci., 33, № 1, 2018  crossref
  8. Vladimir Panov, Evgenii Samarin, “Multivariate asset‐pricing model based on subordinated stable processes”, Appl Stoch Models Bus & Ind, 35, № 4, 2019, 1060  crossref
  9. Lioudmila Vostrikova, “On distributions of exponential functionals of the processes with independent increments”, Modern Stochastics: Theory and Applications, 2020, 291  crossref
  10. WENDONG ZHENG, CHI HUNG YUEN, YUE KUEN KWOK, “RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES”, Int. J. Theor. Appl. Finan., 19, № 02, 2016, 1650011  crossref
1
2
3
4
5
6
7
8
Следующая