- Patrizia Berti, Luca Pratelli, Pietro Rigo, “Two versions of the fundamental theorem of asset pricing”, Electron. J. Probab., 20, no. none, 2015
![https://doi.org/10.1214/EJP.v20-3321 crossref](/refsvg/svg/crossref.svg)
- Alejandro Balbás, Raquel Balbás, Silvia Mayoral, “Risk-neutral valuation with infinitely many trading dates”, Mathematical and Computer Modelling, 45, no. 11-12, 2007, 1308
![https://doi.org/10.1016/j.mcm.2006.11.002 crossref](/refsvg/svg/crossref.svg)
- Laurence Carassus, Miklós Rásonyi, “Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do”, Mathematics of OR, 32, no. 1, 2007, 102
![https://doi.org/10.1287/moor.1060.0220 crossref](/refsvg/svg/crossref.svg)
- Kacha Dzhaparidze, Peter Spreij, Esko Valkeila, “Information processes for semimartingale experiments”, Ann. Probab., 31, no. 1, 2003
![https://doi.org/10.1214/aop/1046294310 crossref](/refsvg/svg/crossref.svg)
- Robert Liptser, Alexander Novikov, From Stochastic Calculus to Mathematical Finance, 2006, 421
![https://doi.org/10.1007/978-3-540-30788-4_22 crossref](/refsvg/svg/crossref.svg)
- A. Irle, “A measure-theoretic approach to completeness of financial markets”, Statistics & Probability Letters, 68, no. 1, 2004, 1
![https://doi.org/10.1016/j.spl.2003.10.024 crossref](/refsvg/svg/crossref.svg)
- Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, no. 1, 2010, 158
![https://doi.org/10.1137/090754182 crossref](/refsvg/svg/crossref.svg)
- EMMANUEL LEPINETTE, DUC THINH VU, “COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION”, Int. J. Theor. Appl. Finan., 24, no. 06n07, 2021, 2150037
![https://doi.org/10.1142/S0219024921500370 crossref](/refsvg/svg/crossref.svg)
- Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price”, Math Meth Oper Res, 64, no. 1, 2006, 145
![https://doi.org/10.1007/s00186-006-0074-4 crossref](/refsvg/svg/crossref.svg)
- Igor V. Evstigneev, Klaus Schürger, Michael I. Taksar, “On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria”, Mathematical Finance, 14, no. 2, 2004, 201
![https://doi.org/10.1111/j.0960-1627.2004.00189.x crossref](/refsvg/svg/crossref.svg)