199 citations to 10.1111/1467-9965.00031 (Crossref Cited-By Service)
  1. Francesca Biagini, Mathematical Finance, 2001, 89  crossref
  2. Anas Dheyab Khalaf, Mahmoud Abouagwa, Almushaira Mustafa, Xiangjun Wang, “Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler–Maruyama approximation”, Journal of Computational and Applied Mathematics, 382, 2021, 113071  crossref
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  5. CARL CHIARELLA, CHRISTINA NIKITOPOULOS SKLIBOSIOS, ERIK SCHLÖGL, “A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES”, Int. J. Theor. Appl. Finan., 10, № 01, 2007, 155  crossref
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  7. Young Lee, Thorsten Rheinländer, “The Minimal Entropy Martingale Measure for Exponential Markov Chains”, Journal of Applied Probability, 50, № 2, 2013, 344  crossref
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