199 citations to 10.1111/1467-9965.00031 (Crossref Cited-By Service)
  1. Witold Szczepaniak, Innovations in Classification, Data Science, and Information Systems, 2005, 515  crossref
  2. Carl Chiarella, Samuel Chege Maina, Christina Nikitipoulos Sklibosios, “Credit Derivative Pricing with Stochastic Volatility Models”, SSRN Journal, 2011  crossref
  3. Sergei Z. Levendorskii, “Consistency Conditions for Affine Term Structure Models II. Option Pricing Under Diffusions with Embedded Jumps”, SSRN Journal, 2004  crossref
  4. Markus Hess, “Interest Rate Modeling with Retarded Langevin Equations”, SSRN Journal, 2022  crossref
  5. Jian Zhihong, Li Chulin, “Pricing of multiple defaultable bond”, Appl. Math. Chin. Univ., 17, № 3, 2002, 335  crossref
  6. Damir Filipović, Stefan Tappe, Josef Teichmann, “Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity”, SIAM J. Finan. Math., 1, № 1, 2010, 523  crossref
  7. Tao Hao, Juan Li, “Mean-field SDEs with jumps and nonlocal integral-PDEs”, Nonlinear Differ. Equ. Appl., 23, № 2, 2016, 17  crossref
  8. Ernst Eberlein, Jan Kallsen, Mathematical Finance, 2019, 663  crossref
  9. Eva Pidwerbitzka, “Levy-Driven Libor Models: Modeling and Numerical Analysis”, SSRN Journal, 2014  crossref
  10. Thomas R Bromley, Juan Miguel Arrazola, Soran Jahangiri, Josh Izaac, Nicolás Quesada, Alain Delgado Gran, Maria Schuld, Jeremy Swinarton, Zeid Zabaneh, Nathan Killoran, “Applications of near-term photonic quantum computers: software and algorithms”, Quantum Sci. Technol., 5, № 3, 2020, 034010  crossref
Предыдущая
1
5
6
7
8
9
10
11
20
Следующая