116 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Pierre Henry-Labordere, Nizar Touzi, “An Explicit Martingale Version of Brenier's Theorem”, SSRN Journal, 2013  crossref
  2. Miklós Résonyi, Lukasz Stettner, From Stochastic Calculus to Mathematical Finance, 2006, 589  crossref
  3. Uwe Franz, Tarek Hamdi, “Stochastic Analysis for Obtuse Random Walks”, J Theor Probab, 28, no. 2, 2015, 619  crossref
  4. Sergey Badikov, Mark Davis, Antoine Jacquier, “Perturbation Analysis of Sub/Super Hedging Problems”, SSRN Journal, 2018  crossref
  5. S. N. Smirnov, “Guaranteed Deterministic Approach to Superhedging: Most Unfavorable Scenarios of Market Behavior and the Moment Problem”, Autom Remote Control, 83, no. 11, 2022, 1820  crossref
  6. Christophe Chorro, Dominique Guégan, Florian Ielpo, A Time Series Approach to Option Pricing, 2015, 67  crossref
  7. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Расширенная версия теоремы Даланга - Мортона - Виллинджера при выпуклых ограничениях на портфель”, ТВП, 49, no. 3, 2004, 503  crossref
  8. Павел Викторович Гапеев, Pavel Victorovich Gapeev, “К доказательству Первой Фундаментальной Теоремы финансовой математики”, УМН, 53, no. 6, 1998, 245  crossref
  9. Sergey Badikov, Mark H.A. Davis, Antoine Jacquier, “Perturbation analysis of sub/super hedging problems”, Mathematical Finance, 31, no. 4, 2021, 1240  crossref
  10. Lars Schiefner, “Risk-Minimizing Hedging of General Cash Flows in Discrete Time”, SSRN Journal, 2002  crossref
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