80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. M.A.H. Dempster, Igor V. Evstigneev, Klaus Reiner Reiner Schenk-Hoppé, “Exponential Growth of Fixed-Mix Strategies in Stationary Asset Markets”, SSRN Journal, 2002  crossref
  2. Bruno Bouchard, Emmanuel Teman, “On the Hedging of American Options in Discrete Time with Proportional Transaction Costs”, Electron. J. Probab., 10, no. none, 2005  crossref
  3. Paolo Guasoni, “NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND”, Mathematical Finance, 16, no. 3, 2006, 569  crossref
  4. Paolo Guasoni, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 457  crossref
  5. Bruno Bouchard, Elyes Jouini, Encyclopedia of Quantitative Finance, 2010  crossref
  6. Igor V. Evstigneev, Klaus Schürger, Michael I. Taksar, “On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria”, Mathematical Finance, 14, no. 2, 2004, 201  crossref
  7. Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, no. 1, 2010, 158  crossref
  8. Przemysław Rola, “Arbitrage in markets with bid-ask spreads”, Ann Finance, 11, no. 3-4, 2015, 453  crossref
  9. Netzahualcóyotl Castañeda-Leyva, Daniel Hernández-Hernández, “Utility maximization in markets with bid–ask spreads”, Stochastics, 83, no. 1, 2011, 17  crossref
  10. ALET ROUX, “PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 19, no. 07, 2016, 1650043  crossref
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