164 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Manijeh Abbaspour, Kianoush Fathi Vajargah, Parvin Azhdari, “An efficient algorithm for pricing reinsurance contract under the regime-switching model”, Mathematics and Computers in Simulation, 211, 2023, 278  crossref
  2. Fred Espen Benth, Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, “Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk”, Applied Mathematical Finance, 22, № 1, 2015, 28  crossref
  3. Rossella Agliardi, “The quintessential option pricing formula under Lévy processes”, Applied Mathematics Letters, 22, № 10, 2009, 1626  crossref
  4. Jan Kallsen, Jan Kallsen, “$\sigma$-localization and $\sigma$-martingales”, ТВП, 48, № 1, 2003, 177  crossref
  5. Dirk Becherer, Todor Bilarev, Peter Frentrup, “Stability for gains from large investors’ strategies in $M_{1}$/$J_{1}$ topologies”, Bernoulli, 25, № 2, 2019  crossref
  6. ALESSANDRO GNOATTO, “COHERENT FOREIGN EXCHANGE MARKET MODELS”, Int. J. Theor. Appl. Finan., 20, № 01, 2017, 1750007  crossref
  7. Mohamed Abdelghani, Alexander Melnikov, “Criteria for what makes a local optional martingale a true martingale”, Stochastics, 2024, 1  crossref
  8. Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda, “CBI-time-changed Lévy processes”, Stochastic Processes and their Applications, 163, 2023, 323  crossref
  9. Stefan Blei, Hans-Jürgen Engelbert, “On exponential local martingales associated with strong Markov continuous local martingales”, Stochastic Processes and their Applications, 119, № 9, 2009, 2859  crossref
  10. Matthias Thul, “Jump Size Distributions of Additive Compound Poisson Processes That Are Closed Under the Esscher Transform”, SSRN Journal, 2013  crossref
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