37 citations to 10.1214/09-AAP600 (Crossref Cited-By Service)
  1. Aleš Černý, Johannes Ruf, “Simplified calculus for semimartingales: Multiplicative compensators and changes of measure”, Stochastic Processes and their Applications, 161, 2023, 572  crossref
  2. Fred Espen Benth, 189, Advanced Modelling in Mathematical Finance, 2016, 477  crossref
  3. Holger Fink, Stefan Mittnik, “Quanto Pricing beyond Black–Scholes”, JRFM, 14, № 3, 2021, 136  crossref
  4. Ilya Molchanov, Michael Schmutz, Kaspar Stucki, “Invariance properties of random vectors and stochastic processes based on the zonoid concept”, Bernoulli, 20, № 3, 2014  crossref
  5. Roman V. Ivanov, Katsunori Ano, “Option pricing in time-changed Lévy models with compound Poisson jumps”, Modern Stochastics: Theory and Applications, 2019, 81  crossref
  6. Michail Anthropelos, Michael Kupper, Antonis Papapantoleon, “An Equilibrium Model for Spot and Forward Prices of Commodities”, SSRN Journal, 2016  crossref
  7. Thorsten Rheinländer, Michael Schmutz, “Self-dual continuous processes”, Stochastic Processes and their Applications, 123, № 5, 2013, 1765  crossref
  8. Roman V. Ivanov, “Closed Form Pricing of European Options for a Family of Normal-Inverse Gaussian Processes”, Stochastic Models, 29, № 4, 2013, 435  crossref
  9. Aleš Černý, Johannes Ruf, “Simplified Stochastic Calculus via Semimartingale Representations”, SSRN Journal, 2020  crossref
  10. Daniel Alpay, Palle Jorgensen, Motke Porat, “White noise space analysis and multiplicative change of measures”, Journal of Mathematical Physics, 63, № 4, 2022, 042102  crossref
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