116 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Philip Protter, 2081, Paris-Princeton Lectures on Mathematical Finance 2013, 2013, 1  crossref
  2. Marcel Nutz, “Superreplication under model uncertainty in discrete time”, Finance Stoch, 18, no. 4, 2014, 791  crossref
  3. Huy N. Chau, “On Robust Fundamental Theorems of Asset Pricing in Discrete Time”, SIAM J. Finan. Math., 15, no. 3, 2024, 571  crossref
  4. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009  crossref
  5. Rudiger Kiesel, “Nonparametric Statistical Methods and the Pricing of Derivative Securities”, J. of Appl. Math & Decision Sc., 6, no. 1, 2002, 1  crossref
  6. Teemu Pennanen, Ari-Pekka Perkkiö, 107, Convex Stochastic Optimization, 2024, 61  crossref
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