113 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Patrizia Berti, Luca Pratelli, Pietro Rigo, “Two versions of the fundamental theorem of asset pricing”, Electron. J. Probab., 20, no. none, 2015  crossref
  2. Alejandro Balbás, Raquel Balbás, Silvia Mayoral, “Risk-neutral valuation with infinitely many trading dates”, Mathematical and Computer Modelling, 45, no. 11-12, 2007, 1308  crossref
  3. Laurence Carassus, Miklós Rásonyi, “Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do”, Mathematics of OR, 32, no. 1, 2007, 102  crossref
  4. Kacha Dzhaparidze, Peter Spreij, Esko Valkeila, “Information processes for semimartingale experiments”, Ann. Probab., 31, no. 1, 2003  crossref
  5. Robert Liptser, Alexander Novikov, From Stochastic Calculus to Mathematical Finance, 2006, 421  crossref
  6. A. Irle, “A measure-theoretic approach to completeness of financial markets”, Statistics & Probability Letters, 68, no. 1, 2004, 1  crossref
  7. Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, no. 1, 2010, 158  crossref
  8. 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  crossref
  9. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price”, Math Meth Oper Res, 64, no. 1, 2006, 145  crossref
  10. 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  crossref
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