120 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. FLORIAN HUEHNE, “DEFAULTABLE LÉVY LIBOR RATES AND CREDIT DERIVATIVES”, Int. J. Theor. Appl. Finan., 10, № 03, 2007, 407  crossref
  2. MORTEN MOSEGAARD CHRISTENSEN, ECKHARD PLATEN, “SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS”, Int. J. Theor. Appl. Finan., 10, № 08, 2007, 1339  crossref
  3. Rama Cont, “Modeling Term Structure Dynamics: An Infinite Dimensional Approach”, SSRN Journal, 1999  crossref
  4. Anna Rusinek, “Mean reversion for HJMM forward rate models”, Advances in Applied Probability, 42, № 2, 2010, 371  crossref
  5. Yushi Hamaguchi, “BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets”, Japan J. Indust. Appl. Math., 38, № 2, 2021, 425  crossref
  6. Ivar Ekeland, Erik Taflin, “A theory of bond portfolios”, Ann. Appl. Probab., 15, № 2, 2005  crossref
  7. Raquel M. Gaspar, Mariana Khapko, “In memoriam: Tomas Björk (1947–2021)”, Finance Stoch, 27, № 4, 2023, 867  crossref
  8. Ernst Eberlein, Fehmi Özkan, “The Defaultable Lévy Term Structure: Ratings and Restructuring”, Mathematical Finance, 13, № 2, 2003, 277  crossref
  9. Michał Barski, Jacek Jakubowski, Jerzy Zabczyk, “ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS”, Mathematical Finance, 21, № 3, 2011, 541  crossref
  10. Robert Bättig, “Completeness of securities market models–an operator point of view”, Ann. Appl. Probab., 9, № 2, 1999  crossref
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