39 citations to 10.1214/09-AAP600 (Crossref Cited-By Service)
  1. Michail Anthropelos, Michael Kupper, Antonis Papapantoleon, “An Equilibrium Model for Spot and Forward Prices of Commodities”, Mathematics of OR, 43, № 1, 2018, 152  crossref
  2. Ludger Rüschendorf, Viktor Wolf, “Cost-efficiency in multivariate Lévy models”, Dependence Modeling, 3, № 1, 2015, 000010151520150001  crossref
  3. Ilya Molchanov, Michael Schmutz, “Multivariate Extension of Put-Call Symmetry”, SIAM J. Finan. Math., 1, № 1, 2010, 396  crossref
  4. Mahdieh Aminian Shahrokhabadi, Alexander Melnikov, Andrey Pak, “The Duality Principle for Multidimensional Optional Semimartingales”, JRFM, 17, № 2, 2024, 43  crossref
  5. Aleš Černý, Johannes Ruf, “Simplified Stochastic Calculus: Multiplicative Compensators and Changes of Measure”, SSRN Journal, 2020  crossref
  6. Roman V. Ivanov, “On Properties of the Hyperbolic Distribution”, Mathematics, 12, № 18, 2024, 2888  crossref
  7. Oussama Belhouari, Griselda Deelstra, Pierre Devolder, “Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework”, Eur. Actuar. J., 2024  crossref
  8. Giovanni Amici, Laura Ballotta, Patrizia Semeraro, “Multivariate additive subordination with applications in finance”, European Journal of Operational Research, 2024  crossref
  9. Ilya Molchanov, Michael Schmutz, “Exchangeability-type properties of asset prices”, Adv. Appl. Probab., 43, № 03, 2011, 666  crossref
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