27 citations to 10.1142/S0219024904002396 (Crossref Cited-By Service)
  1. Thomas Deschatre, Olivier Féron, Pierre Gruet, “A survey of electricity spot and futures price models for risk management applications”, Energy Economics, 102, 2021, 105504  crossref
  2. Rose Baker, Ian G. McHale, “‘Form is temporary, class is permanent’: identifying a longer-term hot hand in golf”, Journal of Quantitative Analysis in Sports, 18, no. 4, 2022, 241  crossref
  3. N. Safarov, C. Atkinson, “Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes”, International Journal of Computer Mathematics, 94, no. 11, 2017, 2147  crossref
  4. M. Darus, C. M. I. C. Taib, “Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing”, MJMS, 16, no. 2, 2022, 273  crossref
  5. Vladimir Surkov, “Option Pricing Using Fourier Space Time-Stepping Framework”, SSRN Journal, 2009  crossref
  6. Apostolos Fertis, Lukas Abegg, Operations Research Proceedings 2010, 2011, 99  crossref
  7. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling Electricity Futures by Ambit Fields”, Adv. Appl. Probab., 46, no. 03, 2014, 719  crossref
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