123 citations to 10.1007/s007800050020 (Crossref Cited-By Service)
  1. Erik Taflin, “Generalized integrands and bond portfolios: Pitfalls and counter examples”, Ann. Appl. Probab., 21, № 1, 2011  crossref
  2. Robert A. Jarrow, Continuous-Time Asset Pricing Theory, 2021, 119  crossref
  3. Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas, “Bond Market Completeness Under Stochastic Strings with Distribution-Valued Strategies”, SSRN Journal, 2015  crossref
  4. Huyên Pham, “A predictable decomposition in an infinite assets model with jumps. Application to hedging and optimal investment”, Stochastics and Stochastic Reports, 75, № 5, 2003, 343  crossref
  5. Morten Mosegaard Christensen, Eckhard Platen, “A General Benchmark Model for Stochastic Jump Sizes”, Stochastic Analysis and Applications, 23, № 5, 2005, 1017  crossref
  6. Christoph Kühn, Maximilian Stroh, “Continuous time trading of a small investor in a limit order market”, Stochastic Processes and their Applications, 123, № 6, 2013, 2011  crossref
  7. Julian Hölzermann, “Term structure modeling under volatility uncertainty”, Math Finan Econ, 16, № 2, 2022, 317  crossref
  8. Jan Baldeaux, Marek Rutkowski, “Static Replication of Forward-Start Claims and Realized Variance Swaps”, Applied Mathematical Finance, 17, № 2, 2010, 99  crossref
  9. Claudio Fontana, Thorsten Schmidt, “General Dynamic Term Structures Under Default Risk”, SSRN Journal, 2017  crossref
  10. Ole E Barndorff-Nielsen, Elisa Nicolato, Neil Shephard, “Some recent developments in stochastic volatility modelling”, Quantitative Finance, 2, № 1, 2002, 11  crossref
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