165 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
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  2. Stefan Kassberger, Thomas Liebmann, “q-Optimal Martingale Measures for Exponential Lévy Processes”, SSRN Journal, 2008  crossref
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  5. Kais Hamza, Fima C. Klebaner, “On the implicit Black–Scholes formula”, Stochastics, 80, № 1, 2008, 97  crossref
  6. Fred Espen Benth, Carlo Sgarra, “The Risk Premium and the Esscher Transform in Power Markets”, SSRN Journal, 2009  crossref
  7. E. R. Offen, E. M. Lungu, “Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale”, JMF, 05, № 03, 2015, 286  crossref
  8. R. V. Ivanov, “On Computing the Price of Financial Instruments in Foreign Currency”, Autom Remote Control, 79, № 4, 2018, 679  crossref
  9. Fred Espen Benth, 189, Advanced Modelling in Mathematical Finance, 2016, 477  crossref
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