202 citations to 10.1111/1467-9965.00031 (Crossref Cited-By Service)
  1. MICHAŁ BARSKI, JERZY ZABCZYK, “COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS”, Int. J. Theor. Appl. Finan., 13, № 05, 2010, 635  crossref
  2. C. Mancini, “Uniqueness of the Solution to a Difference-Partial Differential Equation for Finance”, Math. Models Methods Appl. Sci., 13, № 07, 2003, 919  crossref
  3. Wachindra Bandara, Richard Munclinger, “A Feasible Arbitrage-Free Regime-Switching Model of the Term Structure”, SSRN Journal, 2011  crossref
  4. Mark Schroder, Costis Skiadas, “OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION”, Mathematical Finance, 18, № 2, 2008, 199  crossref
  5. Mikkel Dahl, “A continuous-time model for reinvestment risk in bond markets”, Quantitative Finance, 9, № 4, 2009, 451  crossref
  6. Carl Chiarella, Erik Schlogl, Christina Nikitipoulos Sklibosios, “A Markovian Defaultable Term Structure Model with State Dependent Volatilities”, SSRN Journal, 2004  crossref
  7. Cody Blaine Hyndman, “A forward–backward SDE approach to affine models”, Math Finan Econ, 2, № 2, 2009, 107  crossref
  8. Nicola Bruti-Liberati§, Christina Nikitopoulos-Sklibosios, Eckhard Platen, “Real-world jump-diffusion term structure models”, Quantitative Finance, 10, № 1, 2010, 23  crossref
  9. Damir Filipović, Stefan Tappe, “Existence of Lévy term structure models”, Finance Stoch, 12, № 1, 2007, 83  crossref
  10. E. Eberlein, J. Liinev, “The Lévy Swap Market Model”, Applied Mathematical Finance, 14, № 2, 2007, 171  crossref
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