73 citations to 10.1142/7928 (Crossref Cited-By Service)
  1. M. Emilia Caballero, José Luis Pérez Garmendia, Gerónimo Uribe Bravo, “Affine processes on $\mathbb{R}_{+}^{m}\times\mathbb{R}^{n}$ and multiparameter time changes”, Ann. Inst. H. Poincaré Probab. Statist., 53, № 3, 2017  crossref
  2. Denis Belomestny, Mathias Trabs, “Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes”, Ann. Inst. H. Poincaré Probab. Statist., 54, № 3, 2018  crossref
  3. Che Mohd Imran Che Taib, “Forward pricing in the shipping freight market”, Japan J. Indust. Appl. Math., 33, № 1, 2016, 3  crossref
  4. Anna Gambaro, Riccardo Casalini, Gianluca Fusai, Alessandro Ghilarducci, “A Market Consistent Framework for the Fair Evaluation of Insurance Contracts Under Solvency II”, SSRN Journal, 2018  crossref
  5. Laura Ballotta, Alessandro Morico, “Hidden Correlations: A Self-Exciting Tale from the FX World”, SSRN Journal, 2018  crossref
  6. Ole E. Barndorff-Nielsen, Andreas Basse-O’Connor, “Quasi Ornstein–Uhlenbeck processes”, Bernoulli, 17, № 3, 2011  crossref
  7. Boris Buchmann, Kevin W. Lu, Dilip B. Madan, “Calibration for Weak Variance-Alpha-Gamma Processes”, Methodol Comput Appl Probab, 21, № 4, 2019, 1151  crossref
  8. Stephen Sagar, Dale Roberts, Biswajit Bala, Leo Lymburner, “Extracting the intertidal extent and topography of the Australian coastline from a 28 year time series of Landsat observations”, Remote Sensing of Environment, 195, 2017, 153  crossref
  9. Laura Ballotta, Griselda Deelstra, Grrgory Rayye, “Quanto Implied Correlation in a Multi-LLvy Framework”, SSRN Journal, 2015  crossref
  10. Ole Eiler Barndorff-Nielsen, Ole Eiler Barndorff-Nielsen, J. Pedersen, J. Pedersen, “Meta-times and extended subordination”, ТВП, 56, № 2, 2011, 398  crossref
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