18 citations to 10.1007/s00780-010-0144-6 (Crossref Cited-By Service)
  1. Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, no. 2, 2013  crossref
  2. Tomasz R. Bielecki, Igor Cialenco, Rodrigo Rodriguez, “NO‐ARBITRAGE PRICING FOR DIVIDEND‐PAYING SECURITIES IN DISCRETE‐TIME MARKETS WITH TRANSACTION COSTS”, Mathematical Finance, 25, no. 4, 2015, 673  crossref
  3. Bruno Bouchard, Emmanuel Lepinette, Erik Taflin, “Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs”, Stochastic Processes and their Applications, 124, no. 10, 2014, 3231  crossref
  4. Jun Zhao, Emmanuel Lepinette, “Дополнение к теореме Григорьева для модели Кабанова”, Теория вероятностей и ее применения, 65, no. 2, 2020, 409  crossref
  5. Adrien Nguyen Huu, “A note on super-hedging for investor–producers”, Math Finan Econ, 7, no. 3, 2013, 341  crossref
  6. Emmanuel Lepinette-Denis, Bruno Bouchard, Erik Taflin, “Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2013  crossref
  7. Paolo Guasoni, Miklós Rásonyi, “Hedging, arbitrage and optimality with superlinear frictions”, Ann. Appl. Probab., 25, no. 4, 2015  crossref
  8. J. Zhao, E. Lépinette, “A Complement to the Grigoriev Theorem for the Kabanov Model”, Theory Probab. Appl., 65, no. 2, 2020, 322  crossref
  9. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2015  crossref
  10. Paolo Guasoni, Miklos Rasonyi, “Hedging, Arbitrage, and Optimality with Superlinear Frictions”, SSRN Journal, 2013  crossref
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