50 citations to https://www.mathnet.ru/rus/tvp3906
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Joulin A., “On maximal inequalities for stable stochastic integrals”, Potential Anal., 26:1 (2007), 57–78
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Kallsen J., “A didactic note on affine stochastic volatility models”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 343–368
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Eberlein E., Özkan F., “The Lévy LIBOR model”, Finance Stoch., 9:3 (2005), 327–348
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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
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O. E. Barndorff-Nielsen, N. Shephard, “Power variation and time change”, Теория вероятн. и ее примен., 50:1 (2005), 115–130 ; Theory Probab. Appl., 50:1 (2006), 1–15
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Kallsen J., Kühn C., “Pricing derivatives of American and game type in incomplete markets”, Finance Stoch., 8:2 (2004), 261–284
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J. Kallsen, “$\sigma$-localization and $\sigma$-martingales”, Теория вероятн. и ее примен., 48:1 (2003), 177–188 ; Theory Probab. Appl., 48:1 (2004), 152–163
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Goll T., Kallsen J., “A complete explicit solution to the log-optimal portfolio problem”, Ann. Appl. Probab., 13:2 (2003), 774–799
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Kallsen J., Shiryaev A.N., “The cumulant process and Esscher's change of measure”, Finance Stoch., 6:4 (2002), 397–428
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Wiktorsson M., “Simulation of stochastic integrals with respect to Lévy processes of type G”, Stochastic Process. Appl., 101:1 (2002), 113–125