115 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Laurence Carassus, Miklós Rásonyi, “Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models”, Mathematics of OR, 41, no. 1, 2016, 146  crossref
  2. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price: the Whole Real Line Case”, Acta Appl Math, 96, no. 1-3, 2007, 119  crossref
  3. D. B. Rokhlin, “Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time”, Theory Probab. Appl., 52, no. 1, 2008, 93  crossref
  4. A. S. Cherny, “Pricing with Coherent Risk”, Theory Probab. Appl., 52, no. 3, 2008, 389  crossref
  5. Alejandro Balbás, Miguel Ángel Mirás, Marı́a José Muñoz-Bouzo, “Projective system approach to the martingale characterization of the absence of arbitrage”, Journal of Mathematical Economics, 37, no. 4, 2002, 311  crossref
  6. B. Acciaio, M. Beiglböck, F. Penkner, W. Schachermayer, “A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM”, Mathematical Finance, 26, no. 2, 2016, 233  crossref
  7. Yuri Kabanov, “In discrete time a local martingale is a martingale under an equivalent probability measure”, Finance Stoch, 12, no. 3, 2008, 293  crossref
  8. Lars Niemann, Thorsten Schmidt, “A conditional Version of the second fundamental theorem of asset pricing in discrete time”, FMF, 2024  crossref
  9. D. B. Rokhlin, “Equivalent supermartingale densities and measures in discrete time infinite horizon market models”, Theory Probab. Appl., 53, no. 4, 2009, 626  crossref
  10. O. Bardou, N. Frikha, G. Pagès, “CVaR HEDGING USING QUANTIZATION‐BASED STOCHASTIC APPROXIMATION ALGORITHM”, Mathematical Finance, 26, no. 1, 2016, 184  crossref
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