69 citations to 10.1007/978-3-540-44671-2_9 (Crossref Cited-By Service)
  1. EMMANUEL LEPINETTE, DUC THINH VU, “COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION”, Int. J. Theor. Appl. Finan., 24, no. 06n07, 2021, 2150037  crossref
  2. Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “Consistent price systems and face-lifting pricing under transaction costs”, Ann. Appl. Probab., 18, no. 2, 2008  crossref
  3. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price”, Math Meth Oper Res, 64, no. 1, 2006, 145  crossref
  4. Emmanuel Denis, Yuri Kabanov, “Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs”, Finance Stoch, 16, no. 1, 2012, 135  crossref
  5. Tomasz Rogala, Lukasz Stettner, “Construction of Discrete Time Shadow Price”, Appl Math Optim, 72, no. 3, 2015, 391  crossref
  6. Dimitri De Vallière, Yuri Kabanov, Christophe Stricker, “No-arbitrage criteria for financial markets with transaction costs and incomplete information”, Finance Stoch, 11, no. 2, 2007, 237  crossref
  7. José Orihuela, José M. Zapata, “Duality and stable compactness in Orlicz-type modules”, Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A-Mat., 118, no. 1, 2024, 18  crossref
  8. Andrew Lyasoff, “The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets”, SSRN Journal, 2011  crossref
  9. FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA, “Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model”, Mathematical Finance, 12, no. 1, 2002, 45  crossref
  10. Александр Семенович Черный, Aleksander Semenovich Cherny, “Нахождение справедливых цен на основе когерентных мер риска”, ТВП, 52, no. 3, 2007, 506  crossref
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