169 citations to 10.1007/s007800200069 (Crossref Cited-By Service)
  1. Nacira Agram, Bernt Øksendal, Jan Rems, “Deep learning for quadratic hedging in incomplete jump market”, Digit Finance, 2024  crossref
  2. Kjetil Røysland, Pål C. Ryalen, Mari Nygård, Vanessa Didelez, “Graphical criteria for the identification of marginal causal effects in continuous-time survival and event-history analyses”, Journal of the Royal Statistical Society Series B: Statistical Methodology, 2024, qkae056  crossref
  3. Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart, “Modelling Electricity Futures by Ambit Fields”, Adv. Appl. Probab., 46, № 03, 2014, 719  crossref
  4. “Option Pricing Under New Classes of Jump-Diffusion Processes”, 2023  crossref
  5. Alexander Alexandrovich Gushchin, “Равномерная интегрируемость неотрицательных супермартингалов через замену времени в геометрическом броуновском движении”, Теория вероятностей и ее применения, 69, № 4, 2024, 780  crossref
  6. A. A. Gushchin, “Uniform Integrability of Nonnegative Supermartingales via Time Change in a Geometric Brownian Motion”, Theory Probab. Appl., 69, № 4, 2025, 622  crossref
  7. Tahir Choulli, Ella Elazkany, Michèle Vanmaele, “The second-order Esscher martingale densities for continuous-time market models”, FMF, 6, 2025, 16  crossref
  8. A. Hamdi, I. Aksikas, H. Smaoui, F. Mehrdoust, I. Noorani, “Valuation of commodity option prices under a regime-switching model with stochastic convenience yield: Model calibration using flower pollination optimization algorithm”, Journal of Computational and Applied Mathematics, 476, 2026, 117150  crossref
  9. Guillaume Leduc, Farshid Mehrdoust, Idin Noorani, “Time-varying volatility model equipped with regime switching factor: Valuation of option price written on energy futures”, Mathematics and Computers in Simulation, 241, 2026, 844  crossref
Предыдущая
1
14
15
16
17