References

No references inside the corpus for this window.

Cited by

• 2002Measures of risk325 cited
• 2001Application of Generalized Hyperbolic Lévy Motions to Finance238 cited
• 2004Non-parametric calibration of jump–diffusion option pricing models212 cited
• 2001Modelling by Lévy Processes for Financial Econometrics196 cited
• 2005Integro-differential equations for option prices in exponential Lévy models176 cited
• 2004Numerical valuation of options with jumps in the underlying162 cited
• 2001Modelling by Lévy Processess for Financial Econometrics152 cited
• 2004Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes132 cited
• 2005Long range dependence in financial markets131 cited
• 2015Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone127 cited
• 2004Measures of risk119 cited
• 2000Non-Gaussian OU based models and some of their uses in financial economics112 cited
• 2008Estimation of continuous-time stochastic volatility models with jumps using high-frequency data109 cited
• 2009Ornstein–Uhlenbeck Processes and Extensions107 cited
• 2007