Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

Inspired by Finance

Ilya Molchanov and Michael Schmutz
Inspired by Finance 439 (2014)
DOI: 10.1007/978-3-319-02069-3_20
See this article

A Laplace transform finite difference method for the Black–Scholes equation

Jaemin Ahn, Sungkwon Kang and YongHoon Kwon
Mathematical and Computer Modelling 51 (3-4) 247 (2010)
DOI: 10.1016/j.mcm.2009.08.012
See this article

OPTIMAL STATIC-DYNAMIC HEDGES FOR BARRIER OPTIONS

Aytac Ilhan and Ronnie Sircar
Mathematical Finance 16 (2) 359 (2006)
DOI: 10.1111/j.1467-9965.2006.00275.x
See this article

Optimal static quadratic hedging

Tim Leung and Matthew Lorig
Quantitative Finance 16 (9) 1341 (2016)
DOI: 10.1080/14697688.2016.1161229
See this article

Static Hedging under Time-Homogeneous Diffusions

Peter Carr and Sergey Nadtochiy
SIAM Journal on Financial Mathematics 2 (1) 794 (2011)
DOI: 10.1137/100818303
See this article