121 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Thilo Meyer-Brandis, Frank Proske, “Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes”, J Theor Probab, 23, № 1, 2010, 301  crossref
  2. Robert A. Jarrow, Continuous-Time Asset Pricing Theory, 2018, 105  crossref
  3. Philipp J. Sch�nbucher, “Term structure modelling of defaultable bonds”, Rev Deriv Res, 2, № 2-3, 1998, 161  crossref
  4. MICHAŁ BARSKI, JERZY ZABCZYK, “COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS”, Int. J. Theor. Appl. Finan., 13, № 05, 2010, 635  crossref
  5. Wolfgang Kluge, Antonis Papapantoleon, “On the valuation of compositions in Lévy term structure models”, Quantitative Finance, 9, № 8, 2009, 951  crossref
  6. Michał Barski, Jerzy Zabczyk, “On CIR Equations with General Factors”, SIAM J. Finan. Math., 11, № 1, 2020, 131  crossref
  7. Vilimir Yordanov, 165, Innovations in Derivatives Markets, 2016, 315  crossref
  8. Peter Honore, “Modelling Interest Rate Dynamics in a Corridor with Jump Processes”, SSRN Journal, 1998  crossref
  9. José M. Corcuera, João M. E. Guerra, “Dynamic complex hedging in additive markets”, Quantitative Finance, 10, № 9, 2010, 1023  crossref
  10. Eckhard Platen, Stefan Tappe, “Real-World Forward Rate Dynamics With Affine Realizations”, Stochastic Analysis and Applications, 33, № 4, 2015, 573  crossref
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