26 citations to 10.1007/s00780-016-0310-6 (Crossref Cited-By Service)
  1. Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc, “No-arbitrage under a class of honest times”, Finance Stoch, 22, no. 1, 2018, 127  crossref
  2. Robert A. Jarrow, Continuous-Time Asset Pricing Theory, 2021, 21  crossref
  3. Michael Monoyios, “Duality for optimal consumption under no unbounded profit with bounded risk”, Ann. Appl. Probab., 32, no. 5, 2022  crossref
  4. Oleksii Mostovyi, “Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire”, Stochastic Processes and their Applications, 130, no. 7, 2020, 4444  crossref
  5. Daniel Agoston Balint, Martin Schweizer, “Большие финансовые рынки, дисконтирование и отсутствие асимптотического арбитража”, Теория вероятностей и ее применения, 65, no. 2, 2020, 237  crossref
  6. Eckhard Platen, Stefan Tappe, “No arbitrage and multiplicative special semimartingales”, Adv. Appl. Probab., 55, no. 3, 2023, 1033  crossref
  7. T Choulli, Sina Yansori, “Log-optimal portfolio without NFLVR: existence, complete characterization, and duality”, Теория вероятностей и ее применения, 67, no. 2, 2022, 289  crossref
  8. D. Á. Bálint, M. Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, Theory Probab. Appl., 65, no. 2, 2020, 191  crossref
  9. Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier, “A stochastic control perspective on term structure models with roll-over risk”, Finance Stoch, 27, no. 4, 2023, 903  crossref
  10. Huy Ngoc Chau, Andrea Cosso, Claudio Fontana, “The Value of Informational Arbitrage”, SSRN Journal, 2018  crossref
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