68 citations to 10.1007/s007800050036 (Crossref Cited-By Service)
  1. Luciano Campi, “Mean-Variance Hedging in Large Financial Markets”, Stochastic Analysis and Applications, 27, no. 6, 2009, 1129  crossref
  2. M. De Donno, P. Guasoni, M. Pratelli, “Super-replication and utility maximization in large financial markets”, Stochastic Processes and their Applications, 115, no. 12, 2005, 2006  crossref
  3. Holger Kraft, Mogens Steffensen, “How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach”, SSRN Journal, 2005  crossref
  4. Oleksii Mostovyi, “UTILITY MAXIMIZATION IN A LARGE MARKET”, Mathematical Finance, 28, no. 1, 2018, 106  crossref
  5. T. Choulli, T. Hurd, “The Role of Hellinger Processes in Mathematical Finance”, Entropy, 3, no. 3, 2001, 150  crossref
  6. FATMA HABA, ANTOINE JACQUIER, “ASYMPTOTIC ARBITRAGE IN THE HESTON MODEL”, Int. J. Theor. Appl. Finan., 18, no. 08, 2015, 1550055  crossref
  7. D. Á. Bálint, M. Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, Theory Probab. Appl., 65, no. 2, 2020, 191  crossref
  8. Constantinos Kardaras, “Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance”, Ann. Appl. Probab., 34, no. 3, 2024  crossref
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