68 citations to 10.1007/s007800050036 (Crossref Cited-By Service)
  1. FERNANDO CORDERO, LAVINIA PEREZ-OSTAFE, “CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS”, Int. J. Theor. Appl. Finan., 18, no. 05, 2015, 1550029  crossref
  2. Fernando Cordero, Irene Klein, Lavinia Perez-Ostafe, “Asymptotic arbitrage in fractional mixed markets”, Modern Stochastics: Theory and Applications, 2018, 415  crossref
  3. I. Klein, Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic Arbitrage with Small Transaction Costs”, SSRN Journal, 2013  crossref
  4. B. Peeters, C. L. Dert, A. Lucas, “Hedging Large Portfolios of Options in Discrete Time*”, Applied Mathematical Finance, 15, no. 3, 2008, 251  crossref
  5. C. Cuchiero, I. Klein, J. Teichmann, “A Fundamental Theorem of Asset Pricing for Continuous Time Large Financial Markets in a Two Filtration Setting”, Theory Probab. Appl., 65, no. 3, 2020, 388  crossref
  6. Fernando Cordero, Lavinia Perez-Ostafe, “Strong asymptotic arbitrage in the large fractional binary market”, Math Finan Econ, 10, no. 2, 2016, 179  crossref
  7. Soumik Pal, “Exponentially concave functions and high dimensional stochastic portfolio theory”, Stochastic Processes and their Applications, 129, no. 9, 2019, 3116  crossref
  8. Miklós Rásonyi, “A note on arbitrage in term structure”, Decisions Econ Finan, 31, no. 1, 2008, 73  crossref
  9. Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe, “Asymptotic arbitrage with small transaction costs”, Finance Stoch, 18, no. 4, 2014, 917  crossref
  10. Miklós Rásonyi, “Arbitrage pricing theory and risk-neutral measures”, Decisions Econ Finan, 27, no. 2, 2004, 109  crossref
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