116 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Tahir Choulli, Jun Deng, “No-arbitrage for informational discrete time market models”, Stochastics, 89, no. 3-4, 2017, 628  crossref
  2. Walter Schachermayer, Encyclopedia of Quantitative Finance, 2010  crossref
  3. Miklós Rásonyi, “Arbitrage pricing theory and risk-neutral measures”, Decisions Econ Finan, 27, no. 2, 2004, 109  crossref
  4. Igor V. Evstigneev, Dhruv Kapoor, “Arbitrage in Stationary Markets”, SSRN Journal, 2007  crossref
  5. Diana Barro, Giorgio Consigli, Vivek Varun, “A stochastic programming model for dynamic portfolio management with financial derivatives”, Journal of Banking & Finance, 140, 2022, 106445  crossref
  6. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  crossref
  7. Marcel Nutz, Johannes Wiesel, Long Zhao, “Martingale Schrödinger bridges and optimal semistatic portfolios”, Finance Stoch, 27, no. 1, 2023, 233  crossref
  8. Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35, no. 2, 2001, 185  crossref
  9. Mark Broadie, Jerome B. Detemple, “ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications”, Management Science, 50, no. 9, 2004, 1145  crossref
  10. Michael R. Tehranchi, “Characterizing Attainable Claims: A New Proof”, Journal of Applied Probability, 47, no. 4, 2010, 1013  crossref
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