73 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. Roman V. Ivanov, Katsunori Ano, “Option pricing in time-changed Lévy models with compound Poisson jumps”, Modern Stochastics: Theory and Applications, 2019, 81  crossref
  2. Dilip B. Madan, “Risks and Their Rewards in Financial Markets: A Two Price Perspective”, SSRN Journal, 2016  crossref
  3. Viktor Todorov, “Testing and inference for fixed times of discontinuity in semimartingales”, Bernoulli, 26, № 4, 2020  crossref
  4. Dilip B. Madan, King Wang, “The valuation of corporations: a derivative pricing perspective”, Ann Finance, 19, № 1, 2023, 1  crossref
  5. Vladimir Panov, “Series Representations for Multivariate Time-Changed Lévy Models”, Methodol Comput Appl Probab, 19, № 1, 2017, 97  crossref
  6. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut Veraart, “Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes”, SSRN Journal, 2012  crossref
  7. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes”, Bernoulli, 19, № 3, 2013  crossref
  8. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut Veraart, “Cross-Commodity Modelling by Multivariate Ambit Fields”, SSRN Journal, 2014  crossref
  9. Ole E. Barndorff-Nielsen, David G. Pollard, Neil Shephard, “Integer-valued Lévy processes and low latency financial econometrics”, Quantitative Finance, 12, № 4, 2012, 587  crossref
  10. Nino E Kordzahiya, Aleksandr Aleksandrovich Novikov, Albert Nikolaevich Shiryaev, “Неравенство Колмогорова для максимума суммы случайных величин и его мартингальные аналоги”, Теория вероятностей и ее применения, 68, № 3, 2023, 565  crossref
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