26 citations to 10.1007/s00780-016-0310-6 (Crossref Cited-By Service)
  1. DDniel goston BBlint, Martin Schweizer, “Making No-Arbitrage Discounting-Invariant: A New FTAP Beyond NFLVR and NUPBR”, SSRN Journal, 2018  crossref
  2. Jin Sun, Dan Zhu, Eckhard Platen, “DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH”, ASTIN Bull., 51, no. 2, 2021, 449  crossref
  3. Tahir Choulli, Sina Yansori, “Explicit description of all deflators for market models under random horizon with applications to NFLVR”, Stochastic Processes and their Applications, 151, 2022, 230  crossref
  4. Francesca Biagini, Katharina Oberpriller, “Reduced-form setting under model uncertainty with non-linear affine intensities”, PUQR, 6, no. 3, 2021, 159  crossref
  5. Dániel Ágoston Bálint, Martin Schweizer, “Making no-arbitrage discounting-invariant: A new FTAP version beyond NFLVR and NUPBR”, FMF, 1, no. 2, 2022, 249  crossref
  6. Oleksii Mostovyi, “Optimal consumption of multiple goods in incomplete markets”, J. Appl. Probab., 55, no. 3, 2018, 810  crossref
  7. Dániel Ágoston Bálint, “Characterisation of L0-boundedness for a general set of processes with no strictly positive element”, Stochastic Processes and their Applications, 147, 2022, 51  crossref
  8. Dániel Ágoston Bálint, Martin Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, SSRN Journal, 2018  crossref
  9. Erhan Bayraktar, Donghan Kim, Abhishek Tilva, “Arbitrage theory in a market of stochastic dimension”, Mathematical Finance, 2023, mafi.12418  crossref
  10. T. Choulli, S. Yansori, “Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality”, Theory Probab. Appl., 67, no. 2, 2022, 229  crossref
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