199 citations to 10.1111/1467-9965.00031 (Crossref Cited-By Service)
  1. Markus Hess, “A pure-jump mean-reverting short rate model”, Modern Stochastics: Theory and Applications, 2020, 113  crossref
  2. Robert A. Jarrow, Continuous-Time Asset Pricing Theory, 2021, 119  crossref
  3. Dewen Xiong, Michael Kohlmann, “Optimal Exponential Utility in a Jump Bond Market”, Stochastic Analysis and Applications, 29, № 1, 2010, 78  crossref
  4. Oscar López, Gerardo Oleaga, Alejandra Sánchez, “Markov-modulated jump-diffusion models for the short rate: Pricing of zero coupon bonds and convexity adjustment”, Applied Mathematics and Computation, 395, 2021, 125854  crossref
  5. Antje Berndt, Peter H. Ritchken, Zhiqiang Sun, “On Correlation and Default Clustering in Credit Markets”, SSRN Journal, 2009  crossref
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  7. DEWEN XIONG, MICHAEL KOHLMANN, “THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS”, Int. J. Theor. Appl. Finan., 14, № 05, 2011, 723  crossref
  8. David B. Colwell, Solene Arcus, “Forward Measures in a Ho and Lee Jump Diffusion Model”, SSRN Journal, 2001  crossref
  9. Kais Hamza, Saul Jacka, Fima Klebaner, “The equivalent martingale measure conditions in a general model for interest rates”, Advances in Applied Probability, 37, № 2, 2005, 415  crossref
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