Takuji Arai, Yuto Imai, “A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus”, Applied Mathematical Finance, 25, № 3, 2018, 247
Tobias Fissler, Mark Podolskij, “Testing the maximal rank of the volatility process for continuous diffusions observed with noise”, Bernoulli, 23, № 4B, 2017
B. Chikvinidze, “A new sufficient condition for uniform integrability of stochastic exponentials”, Stochastics, 89, № 3-4, 2017, 619
Tianyang Nie, Marek Rutkowski, “Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales”, PUQR, 6, № 4, 2021, 319
Travis Fisher, Sergio Pulido, Johannes Ruf, “Financial models with defaultable numéraires”, Mathematical Finance, 29, № 1, 2019, 117
Financial Statistics and Mathematical Finance, 2012, 203
Olivier Raimond, Tuan-Minh Nguyen, “Strongly vertex-reinforced jump process on a complete graph”, Ann. Inst. H. Poincaré Probab. Statist., 57, № 3, 2021
Kim Christensen, Allan Timmermann, Bezirgen Veliyev, “Warp Speed Price Moves: Jumps after Earnings Announcements”, SSRN Journal, 2023
Adam D. Gomes, Andrew J. Heunis, 2021 Seventh Indian Control Conference (ICC), 2021, 301
Fred Espen Benth, Paul Krühner, Stochastic Models for Prices Dynamics in Energy and Commodity Markets, 2023, 143