165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Roman V. Ivanov, Katsunori Ano, “Option pricing in time-changed Lévy models with compound Poisson jumps”, Modern Stochastics: Theory and Applications, 2019, 81  crossref
  2. Dorje C. Brody, Lane P. Hughston, Xun Yang, “Signal processing with Lévy information”, Proc. R. Soc. A., 469, № 2149, 2013, 20120433  crossref
  3. Martin Larsson, Johannes Ruf, “Stochastic exponentials and logarithms on stochastic intervals — A survey”, Journal of Mathematical Analysis and Applications, 476, № 1, 2019, 2  crossref
  4. Tak Kuen Siu, Hailiang Yang, “On pricing derivatives under nonlinear time series models”, Proc Appl Math and Mech, 7, № 1, 2007, 1050501  crossref
  5. Thorsten Rheinländer, Encyclopedia of Quantitative Finance, 2010  crossref
  6. S. Cawston, L. Vostrikova, “On Continuity Properties for Option Prices in Exponential Lévy Models”, Theory Probab. Appl., 54, № 4, 2010, 588  crossref
  7. Peter Carr, Liuren Wu, “Time-changed Lévy processes and option pricing”, Journal of Financial Economics, 71, № 1, 2004, 113  crossref
  8. Liuren Wu, “Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns”, SSRN Journal, 2004  crossref
  9. Alessandro Gnoatto, Silvia Lavagnini, “Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting”, SSRN Journal, 2023  crossref
  10. Dorje C. Brody, Lane P. Hughston, “Lévy information and the aggregation of risk aversion”, Proc. R. Soc. A., 469, № 2154, 2013, 20130024  crossref
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