116 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Yuri Kabanov, Yuliya Mishura, Ludmila Sakhno, From Stochastic Calculus to Mathematical Finance, 2006, 333  crossref
  2. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Задача о мартингальном выборе в случае конечного дискретного времени”, ТВП, 50, no. 3, 2005, 480  crossref
  3. N. Frikha, “Shortfall Risk Minimization in Discrete Time Financial Market Models”, SIAM J. Finan. Math., 5, no. 1, 2014, 384  crossref
  4. Andre Farber, Nguyen Van Huu, Quan-Hoang Vuong, “A Proposition on the Martingale Representation Theorem and on the Approximate Hedging of Financial Contingent Claims”, SSRN Journal, 2010  crossref
  5. Manfred Schäl, “Martingale Measures and Hedging for Discrete-Time Financial Markets”, Mathematics of OR, 24, no. 2, 1999, 509  crossref
  6. Eckhard Platen, Stefan Tappe, “No arbitrage and multiplicative special semimartingales”, Adv. Appl. Probab., 55, no. 3, 2023, 1033  crossref
  7. Manfred Schäl, 40, Handbook of Markov Decision Processes, 2002, 461  crossref
  8. Miklós Rásonyi, Lukasz Stettner, “On utility maximization in discrete-time financial market models”, Ann. Appl. Probab., 15, no. 2, 2005  crossref
  9. D. B. Rokhlin, “An Extended Version of the Dalang–Morton–Willinger Theorem under Portfolio Constraints”, Theory Probab. Appl., 49, no. 3, 2005, 429  crossref
  10. Romain Blanchard, Laurence Carassus, Miklós Rásonyi, “No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach”, Math Meth Oper Res, 88, no. 2, 2018, 241  crossref
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