80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. ALET ROUX, TOMASZ ZASTAWNIAK, “AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, no. 08, 2014, 1450052  crossref
  2. D. B. Rokhlin, “Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time”, Theory Probab. Appl., 52, no. 1, 2008, 93  crossref
  3. Yuri Kabanov, Christophe Stricker, 1934, Séminaire de Probabilités XLI, 2008, 439  crossref
  4. Alet Roux, “The Fundamental Theorem of Asset Pricing Under Proportional Transaction Costs”, SSRN Journal, 2007  crossref
  5. Tomasz R. Bielecki, Igor Cialenco, Rodrigo Rodriguez, “NO‐ARBITRAGE PRICING FOR DIVIDEND‐PAYING SECURITIES IN DISCRETE‐TIME MARKETS WITH TRANSACTION COSTS”, Mathematical Finance, 25, no. 4, 2015, 673  crossref
  6. Julien Grépat, Yuri Kabanov, “On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs”, Finance Stoch, 25, no. 1, 2021, 167  crossref
  7. Pavel G. Grigoriev, “On low dimensional case in the fundamental asset pricing theorem with transaction costs”, Statistics & Risk Modeling, 23, no. 1, 2005, 33  crossref
  8. A. V. Kulikov, “Multidimensional Coherent and Convex Risk Measures”, Theory Probab. Appl., 52, no. 4, 2008, 614  crossref
  9. Gianluca Cassese, “Option Pricing in an Imperfect World”, SSRN Journal, 2014  crossref
  10. Xiaotie Deng, Zhong Fei Li, Shouyang Wang, Hailiang Yang, “Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions”, Ann Oper Res, 133, no. 1-4, 2005, 265  crossref
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