50 citations to https://www.mathnet.ru/rus/tvp3906
  1. Joulin A., “On maximal inequalities for stable stochastic integrals”, Potential Anal., 26:1 (2007), 57–78  crossref  mathscinet  zmath  isi  scopus
  2. Kallsen J., “A didactic note on affine stochastic volatility models”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 343–368  crossref  mathscinet  zmath  isi
  3. Eberlein E., Özkan F., “The Lévy LIBOR model”, Finance Stoch., 9:3 (2005), 327–348  crossref  mathscinet  zmath  isi  scopus
  4. 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
  5. O. E. Barndorff-Nielsen, N. Shephard, “Power variation and time change”, Теория вероятн. и ее примен., 50:1 (2005), 115–130  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 50:1 (2006), 1–15  crossref  isi
  6. Kallsen J., Kühn C., “Pricing derivatives of American and game type in incomplete markets”, Finance Stoch., 8:2 (2004), 261–284  crossref  mathscinet  zmath  isi  scopus
  7. 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
  8. Goll T., Kallsen J., “A complete explicit solution to the log-optimal portfolio problem”, Ann. Appl. Probab., 13:2 (2003), 774–799  crossref  mathscinet  zmath  isi  scopus
  9. Kallsen J., Shiryaev A.N., “The cumulant process and Esscher's change of measure”, Finance Stoch., 6:4 (2002), 397–428  crossref  mathscinet  zmath  isi
  10. Wiktorsson M., “Simulation of stochastic integrals with respect to Lévy processes of type G”, Stochastic Process. Appl., 101:1 (2002), 113–125  crossref  mathscinet  zmath  isi
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