113 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Sergey N. Smirnov, “Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation”, J. Oper. Res. Soc. China, 12, no. 1, 2024, 215  crossref
  2. FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA, “Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model”, Mathematical Finance, 12, no. 1, 2002, 45  crossref
  3. Johannes Ruf, “Piecewise constant local martingales with bounded numbers of jumps”, Electron. Commun. Probab., 22, no. none, 2017  crossref
  4. Daniel Bartl, Patrick Cheridito, Michael Kupper, “Robust expected utility maximization with medial limits”, Journal of Mathematical Analysis and Applications, 471, no. 1-2, 2019, 752  crossref
  5. Alejandro Balbás, Pedro Jiménez-Guerra, “Martingales and arbitrage: a new look”, Rev. R. Acad. Cien. Serie A. Mat., 103, no. 2, 2009, 265  crossref
  6. Darrell Duffie, 1, Financial Markets and Asset Pricing, 2003, 639  crossref
  7. Helen H. Huang, Shunming Zhang, “The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets”, JMF, 04, no. 02, 2014, 123  crossref
  8. D. B. Rokhlin, “A theorem on martingale selection for relatively open convex set-valued random sequences”, Math Notes, 81, no. 3-4, 2007, 543  crossref
  9. Miklós Rásonyi, Hasanjan Sayit, “Sticky processes, local and true martingales”, Bernoulli, 24, no. 4A, 2018  crossref
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