80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space”, Decisions Econ Finan, 2024  crossref
  2. Fabian Astic, Nizar Touzi, “No arbitrage conditions and liquidity”, Journal of Mathematical Economics, 43, no. 6, 2007, 692  crossref
  3. Erhan Bayraktar, Yuchong Zhang, “Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty”, Mathematics of OR, 41, no. 3, 2016, 1039  crossref
  4. Igor V. Evstigneev, Klaus R. Schenk-Hoppé, Handbook on Optimal Growth 1, 2006, 337  crossref
  5. Julien Grépat, Yuri Kabanov, “Small transaction costs, absence of arbitrage and consistent price systems”, Finance Stoch, 16, no. 3, 2012, 357  crossref
  6. M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Growing Wealth with Fixed-Mix Strategies”, SSRN Journal, 2009  crossref
  7. ALET ROUX, ZHIKANG XU, “OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 25, no. 04n05, 2022, 2250017  crossref
  8. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Задача о мартингальном выборе в случае конечного дискретного времени”, ТВП, 50, no. 3, 2005, 480  crossref
  9. 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
  10. Alet Roux, Tomasz Zastawniak, “American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions”, Acta Appl Math, 106, no. 2, 2009, 199  crossref
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