9 citations to 10.1007/978-3-540-31449-3_12 (Crossref Cited-By Service)

1. Claudio Fontana, Zorana Grbac, Sandrine Gümbel, Thorsten Schmidt, “Term structure modelling for multiple curves with stochastic discontinuities”, Finance Stoch, 24, № 2, 2020, 465  
2. Martin Larsson, Johannes Ruf, “Convergence of local supermartingales”, Ann. Inst. H. Poincaré Probab. Statist., 56, № 4, 2020  
3. Ken-iti Sato, 2001, Lévy Matters I, 2010, 1  
4. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, 88, Ambit Stochastics, 2018, 3  
5. Andreas Basse-O’Connor, Svend-Erik Graversen, Jan Pedersen, 2046, Séminaire de Probabilités XLIV, 2012, 61  
6. K. Bruce Erickson, Ross A. Maller, “Finiteness of integrals of functions of Lévy processes”, Proceedings of the London Mathematical Society, 94, № 2, 2007, 386  
7. Ioannis Karatzas, Constantinos Kardaras, “The numéraire portfolio in semimartingale financial models”, Finance Stoch, 11, № 4, 2007, 447  
8. Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda, “CBI-Time-Changed Lévy Processes”, SSRN Journal, 2022  
9. Constantinos Kardaras, “Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance”, Ann. Appl. Probab., 34, № 3, 2024