68 citations to 10.1007/s007800050036 (Crossref Cited-By Service)
  1. Claudio Fontana, Zorana Grbac, Sandrine Gümbel, Thorsten Schmidt, “Term structure modelling for multiple curves with stochastic discontinuities”, Finance Stoch, 24, no. 2, 2020, 465  crossref
  2. Igor V. Evstigneev, Dhruv Kapoor, “Arbitrage in Stationary Markets”, SSRN Journal, 2007  crossref
  3. Tesfamariam Tadesse Welemical, Jane Akinyi Aduda, Martin Le Doux Mbele Bidima, “Asymptotic Exponential Arbitrage in the Schwartz Commodity Futures Model”, International Journal of Mathematics and Mathematical Sciences, 2019, 2019, 1  crossref
  4. Esko Valkeila, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 251  crossref
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  6. Maurizio Pratelli, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 507  crossref
  7. Holger Kraft, Mogens Steffensen, “How to invest optimally in corporate bonds: A reduced-form approach”, Journal of Economic Dynamics and Control, 32, no. 2, 2008, 348  crossref
  8. H. Föllmer, W. Schachermayer, “Asymptotic arbitrage and large deviations”, Math Finan Econ, 1, no. 3-4, 2008, 213  crossref
  9. Laurence Carassus, Miklós Rásonyi, “Risk-Neutral Pricing for Arbitrage Pricing Theory”, J Optim Theory Appl, 186, no. 1, 2020, 248  crossref
  10. Ben Hambly, Nikolaos Kolliopoulos, “Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models”, SIAM J. Finan. Math., 8, no. 1, 2017, 962  crossref
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