199 citations to 10.1111/1467-9965.00031 (Crossref Cited-By Service)
  1. Point Process Theory and Applications, 2006, 247  crossref
  2. Thorsten Schmidt, From Statistics to Mathematical Finance, 2017, 367  crossref
  3. Wolfgang J. Runggaldier, “An Italian perspective on the development of financial mathematics from 1992 to 2008”, Finance Stoch, 26, № 1, 2022, 5  crossref
  4. Raquel M. Gaspar, Mariana Khapko, “In memoriam: Tomas Björk (1947–2021)”, Finance Stoch, 27, № 4, 2023, 867  crossref
  5. Sergei LevendorskiĬ, “Consistency conditions for affine term structure models”, Annals of Finance, 2, № 2, 2006, 207  crossref
  6. Allan Sall Tang Andersen, “Inflation Modelling Using Time Changed Levy Processes”, SSRN Journal, 2009  crossref
  7. Carl Chiarella, Christina Nikitipoulos Sklibosios, Erik Schlogl, “A Control Variate Method For Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps”, SSRN Journal, 2005  crossref
  8. D. Duffie, D. Filipović, W. Schachermayer, “Affine processes and applications in finance”, Ann. Appl. Probab., 13, № 3, 2003  crossref
  9. Fredrik Armerin, Bjarne Astrup Jensen, Tomas Björk, “Term Structure Models with Parallel and Proportional Shifts”, Applied Mathematical Finance, 14, № 3, 2007, 243  crossref
  10. CLAUDIA CECI, “UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS”, Int. J. Theor. Appl. Finan., 15, № 06, 2012, 1250040  crossref
Предыдущая
1
6
7
8
9
10
11
12
20
Следующая