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Cited by

• 2008Reflected and doubly reflected BSDEs with jumps: A priori estimates and comparison108 cited
• 2009Ornstein–Uhlenbeck Processes and Extensions107 cited
• 2012Market viability via absence of arbitrage of the first kind79 cited
• 2011On strong solutions for positive definite jump diffusions73 cited
• 2005Probability and Mathematical Statistics68 cited
• 2005Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure66 cited
• 2007Positive-definite matrix processes of finite variation54 cited
• 2011On the semimartingale property of discounted asset-price processes42 cited
• 2010About the Pricing Equations in Finance42 cited
• 2014Modelling Electricity Futures by Ambit Fields41 cited
• 2008The McKean stochastic game driven by a spectrally negative Lévy process40 cited
• 2009The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process39 cited
• 2004Further calculations for Israeli options34 cited
• 2013Optimal stopping problems for the maximum process with upper and lower caps32 cited
• 2015Regularity of density for SDEs driven by degenerate Lévy noises