44 citations to 10.1007/s00780-008-0061-0 (Crossref Cited-By Service)
  1. Hideharu Funahashi, Masaaki Kijima, “Analytical pricing of single barrier options under local volatility models”, Quantitative Finance, 16, № 6, 2016, 867  crossref
  2. Friedrich Hubalek, Martin Keller-Ressel, Carlo Sgarra, “Geometric Asian option pricing in general affine stochastic volatility models with jumps”, Quantitative Finance, 17, № 6, 2017, 873  crossref
  3. ALESSANDRO GNOATTO, “COHERENT FOREIGN EXCHANGE MARKET MODELS”, Int. J. Theor. Appl. Finan., 20, № 01, 2017, 1750007  crossref
  4. Annie Cuyt, Oliver Salazar Celis, Maryna Lukach, Karel In’t Hout, “Analytic models for parameter dependency in option price modelling”, Numer Algor, 73, № 1, 2016, 15  crossref
  5. Roman V. Ivanov, “RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing”, Finance Stoch, 19, № 4, 2015, 979  crossref
  6. Alessandro Gnoatto, Martino Grasselli, “An Analytic Multi-Currency Model with Stochastic Volatility and Stochastic Interest Rates”, SSRN Journal, 2013  crossref
  7. Roman V. Ivanov, “On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model”, Risks, 11, № 6, 2023, 111  crossref
  8. Vassili N. Kolokoltsov, “Stochastic Monotonicity and Duality ofkth Order with Application to Put-Call Symmetry of Powered Options”, Journal of Applied Probability, 52, № 1, 2015, 82  crossref
  9. Min-Teh Yu, “Analytic Approximations for Generalized Asian Options”, SSRN Journal, 2011  crossref
  10. Fred Espen Benth, Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, “Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk”, Applied Mathematical Finance, 22, № 1, 2015, 28  crossref
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