165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu, “Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework”, Math Finan Econ, 13, № 4, 2019, 543  crossref
  2. David Sloth, “A Journey into the Dark Arts of Quantitative Finance”, SSRN Journal, 2013  crossref
  3. DAVID CRIENS, “A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS”, Int. J. Theor. Appl. Finan., 23, № 03, 2020, 2050020  crossref
  4. Jan Kallsen, From Stochastic Calculus to Mathematical Finance, 2006, 343  crossref
  5. Kais Hamza, Fima C. Klebaner, Zinoviy Landsman, Ying-Oon Tan, “Option Pricing for Symmetric Lévy Returns with Applications”, Asia-Pac Financ Markets, 22, № 1, 2015, 27  crossref
  6. Dorje C. Brody, Lane P. Hughston, Ewan Mackie, “General theory of geometric Lévy models for dynamic asset pricing”, Proc. R. Soc. A., 468, № 2142, 2012, 1778  crossref
  7. Armin Pourkhanali, Farzad Alavi Fard, “Pricing equity linked annuities under regime-switching generalized gamma process”, COC, 12, № 3, 2015, 250  crossref
  8. Yuanchuang Shan, Haoran Yi, Xuekang Zhang, Huisheng Shu, “Option pricing under a Markov-modulated Merton jump-diffusion dividend”, Communications in Statistics - Theory and Methods, 52, № 5, 2023, 1490  crossref
  9. Fima C. Klebaner, Zinoviy Landsman, “Option Pricing for Log-Symmetric Distributions of Returns”, Methodol Comput Appl Probab, 11, № 3, 2009, 339  crossref
  10. Friedrich Hubalek, Carlo Sgarra, “On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps”, Journal of Computational and Applied Mathematics, 235, № 11, 2011, 3355  crossref
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