120 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
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  2. Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, № 2, 2013  crossref
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  4. Rene Carmona, Michael Tehranchi, “A characterization of hedging portfolios for interest rate contingent claims”, Ann. Appl. Probab., 14, № 3, 2004  crossref
  5. Lijun Bo, Yongjin Wang, Xuewei Yang, “Kernel-Correlated Lévy Field Driven Forward Rate and Application to Derivative Pricing”, Appl Math Optim, 68, № 1, 2013, 21  crossref
  6. DEWEN XIONG, MICHAEL KOHLMANN, “THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS”, Int. J. Theor. Appl. Finan., 14, № 05, 2011, 723  crossref
  7. Hassan Dadashi, “Large deviation principle for semilinear stochastic evolution equations with Poisson noise”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 20, № 02, 2017, 1750009  crossref
  8. Marzia De Donno, “On a Class of Generalized Integrands”, Stochastic Analysis and Applications, 25, № 6, 2007, 1167  crossref
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  10. Frank Döberlein, Martin Schweizer, “ON SAVINGS ACCOUNTS IN SEMIMARTINGALE TERM STRUCTURE MODELS”, Stochastic Analysis and Applications, 19, № 4, 2001, 605  crossref
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