68 citations to 10.1007/s007800050036 (Crossref Cited-By Service)
  1. Irene Klein, “Free lunch for large financial markets with continuous price processes”, Ann. Appl. Probab., 13, no. 4, 2003  crossref
  2. Dmitry B. Rokhlin, “Asymptotic arbitrage and numéraire portfolios in large financial markets”, Finance Stoch, 12, no. 2, 2008, 173  crossref
  3. Igor Evstigneev, Dhruv Kapoor, “Arbitrage in stationary markets”, Decisions Econ Finan, 32, no. 1, 2009, 5  crossref
  4. Wale Dare, “Testing Efficiency in Small and Large Financial Markets”, SSRN Journal, 2017  crossref
  5. Irene Klein, Walter Schachermayer, “A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance”, Ann. Probab., 24, no. 2, 1996  crossref
  6. Zbigniew Palmowski, Łukasz Stettner, Anna Sulima, “Optimal Portfolio Selection in an Itô–Markov Additive Market”, Risks, 7, no. 1, 2019, 34  crossref
  7. Nikolai Dokuchaev, “Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage”, Applied Mathematical Finance, 14, no. 4, 2007, 319  crossref
  8. Irene Klein, 1934, Séminaire de Probabilités XLI, 2008, 443  crossref
  9. Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic arbitrage in large financial markets with friction”, Math Finan Econ, 6, no. 4, 2012, 313  crossref
  10. Scott Robertson, Konstantinos Spiliopoulos, “INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS”, Mathematical Finance, 28, no. 1, 2018, 335  crossref
Previous
1
2
3
4
5
6
7
Next