73 citations to 10.1142/7928 (Crossref Cited-By Service)
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  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
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