113 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Teemu Pennanen, “Dual representation of superhedging costs in illiquid markets”, Math Finan Econ, 5, no. 4, 2011, 233  crossref
  2. Rüdiger Kiesel, “Nonparametric statistical methods and the pricing of derivative securities”, Journal of Applied Mathematics and Decision Sciences, 6, no. 1, 2002, 1  crossref
  3. Alexander Cherny, Dilip Madan, “New Measures for Performance Evaluation”, Rev. Financ. Stud., 22, no. 7, 2009, 2571  crossref
  4. Igor Evstigneev, Dhruv Kapoor, “Arbitrage in stationary markets”, Decisions Econ Finan, 32, no. 1, 2009, 5  crossref
  5. Michał Baran, “Asymptotic pricing in large financial markets”, Math Meth Oper Res, 66, no. 1, 2007, 1  crossref
  6. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Конструктивный критерий отсутствия арбитража при наличии операционных издержек в случае конечного дискретного времени”, ТВП, 52, no. 1, 2007, 41  crossref
  7. Xiaotie Deng, Zhong Fei Li, Shouyang Wang, Hailiang Yang, “Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions”, Ann Oper Res, 133, no. 1-4, 2005, 265  crossref
  8. C. Napp, “The Dalang–Morton–Willinger theorem under cone constraints”, Journal of Mathematical Economics, 39, no. 1-2, 2003, 111  crossref
  9. TOMASZ R. BIELECKI, IGOR CIALENCO, ISMAIL IYIGUNLER, RODRIGO RODRIGUEZ, “DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES”, Int. J. Theor. Appl. Finan., 16, no. 01, 2013, 1350002  crossref
  10. Romain Blanchard, Laurence Carassus, “No-arbitrage with multiple-priors in discrete time”, Stochastic Processes and their Applications, 130, no. 11, 2020, 6657  crossref
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