29 citations to https://www.mathnet.ru/rus/tm323
  1. Crepey S., “About the Pricing Equations in Finance”, Paris-Princeton Lectures on Mathematical Finance 2010, Lecture Notes in Mathematics, 2003, 2011, 63–203  crossref  mathscinet  zmath  isi  scopus
  2. Bielecki T.R., Crépey S., Jeanblanc M., Rutkowski M., “Arbitrage pricing of defaultable game options with applications to convertible bonds”, Quant. Finance, 8:8 (2008), 795–810  crossref  mathscinet  zmath  isi  scopus
  3. Bielecki T.R., Crépey S., Jeanblanc M., Rutkowski M., “Defaultable options in a Markovian intensity model of credit risk”, Math. Finance, 18:4 (2008), 493–518  crossref  mathscinet  zmath  isi  scopus
  4. Cherny A., “General Arbitrage Pricing Model: I - Probability Approach”, Seminaire de Probabilites XL, Lecture Notes in Mathematics, 1899, 2007, 415–445  crossref  mathscinet  zmath  isi  scopus
  5. Karatzas I., Kardaras C., “The Numeraire Portfolio in Semimartingale Financial Models”, Financ. Stoch., 11:4 (2007), 447–493  crossref  mathscinet  zmath  isi  elib  scopus
  6. Cherny A., Shiryaev A., “On stochastic integrals up to infinity and predictable criteria for integrability”, Séminaire de Probabilités XXXVIII, Lecture Notes in Math., 1857, Springer, Berlin, 2005, 165–185  crossref  mathscinet  zmath  isi
  7. А. В. Селиванов, “О мартингальных мерах в экспоненциальных моделях Леви”, Теория вероятн. и ее примен., 49:2 (2004), 317–334  mathnet  crossref  mathscinet  zmath; A. V. Selivanov, “On the Martingale Measures in Exponential Lévy Models”, Theory Probab. Appl., 49:2 (2005), 261–274  crossref  isi
  8. Platen E., “A benchmark framework for risk management”, Stochastic Processes and Applications to Mathematical Finance, 2004, 305–335  crossref  mathscinet  zmath  isi
  9. J. Kallsen, “$\sigma$-localization and $\sigma$-martingales”, Теория вероятн. и ее примен., 48:1 (2003), 177–188  mathnet  crossref  mathscinet  zmath; Theory Probab. Appl., 48:1 (2004), 152–163  crossref  isi
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