37 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
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