165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. E. Mazzola, P. Muliere, “Reviewing alternative characterizations of Meixner process”, Probab. Surveys, 8, № none, 2011  crossref
  2. Tsukasa Fujiwara, “The Minimal Entropy Martingale Measures for Exponential Additive Processes”, Asia-Pac Financ Markets, 16, № 1, 2009, 65  crossref
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  4. Jin E. Zhang, Huimin Zhao, Eric C. Chang, “EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION”, Mathematical Finance, 22, № 3, 2012, 538  crossref
  5. Thanh Long Nguyen, “Consumption and Investment Optimization under Constraints”, SSRN Journal, 2003  crossref
  6. Guillaume Bernis, Riccardo Brignone, Simone Scotti, Carlo Sgarra, “A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process”, Math Finan Econ, 15, № 4, 2021, 747  crossref
  7. Ernst Eberlein, Christoph Gerhart, Zorana Grbac, “Multiple Curve LLvy Forward Price Model Allowing for Negative Interest Rates”, SSRN Journal, 2018  crossref
  8. Martin Keller‐Ressel, Antonis Papapantoleon, Josef Teichmann, “THE AFFINE LIBOR MODELS”, Mathematical Finance, 23, № 4, 2013, 627  crossref
  9. Roger Lee, ruming wang, “How Leverage Shifts and Scales a Volatility Skew: Asymptotics for Continuous and Jump Dynamics”, SSRN Journal, 2015  crossref
  10. Andreas Basse-O’Connor, Mikkel Slot Nielsen, Jan Pedersen, “Equivalent martingale measures for Lévy-driven moving averages and related processes”, Stochastic Processes and their Applications, 128, № 8, 2018, 2538  crossref
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