116 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Теорема о мартингальном выборе для случайной последовательности с относительно открытыми выпуклыми значениями”, Матем. заметки, 81, no. 4, 2007, 614  crossref
  2. Ralf Korn, Frank Oertel, Manfred Schäl, “Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process”, Decisions Econ Finan, 26, no. 2, 2003, 153  crossref
  3. D. B. Rokhlin, “A Martingale Selection Problem in the Finite Discrete‐Time Case”, Theory Probab. Appl., 50, no. 3, 2006, 420  crossref
  4. Matteo Burzoni, Mario Šikić, “Robust martingale selection problem and its connections to the no‐arbitrage theory”, Mathematical Finance, 30, no. 1, 2020, 260  crossref
  5. Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios, “Pricing options on scenario trees”, Journal of Banking & Finance, 32, no. 2, 2008, 283  crossref
  6. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009  crossref
  7. S. N. Smirnov, “A Guaranteed Deterministic Approach to Superhedging: No Arbitrage Properties of the Market”, Autom Remote Control, 82, no. 1, 2021, 172  crossref
  8. Pierre Henry-Labordère, Nizar Touzi, “An explicit martingale version of the one-dimensional Brenier theorem”, Finance Stoch, 20, no. 3, 2016, 635  crossref
  9. Constantinos Kardaras, “On the stochastic behaviour of optional processes up to random times”, Ann. Appl. Probab., 25, no. 2, 2015  crossref
  10. Miklós Rásonyi, Andrea Meireles‐Rodrigues, “On utility maximization under model uncertainty in discrete‐time markets”, Mathematical Finance, 31, no. 1, 2021, 149  crossref
1
2
3
4
12
Next