80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. FERNANDO CORDERO, IRENE KLEIN, LAVINIA PEREZ-OSTAFE, “BINARY MARKETS UNDER TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, no. 05, 2014, 1450030  crossref
  2. Matteo Burzoni, “Arbitrage and Hedging in Model-Independent Markets with Frictions”, SIAM J. Finan. Math., 7, no. 1, 2016, 812  crossref
  3. Jocelyne Bion-Nadal, “Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk”, Journal of Mathematical Economics, 45, no. 11, 2009, 738  crossref
  4. Erhan Bayraktar, Yuchong Zhang, “Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty”, SSRN Journal, 2013  crossref
  5. Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer, “Transaction Costs, Shadow Prices, and Duality in Discrete Time”, SIAM J. Finan. Math., 5, no. 1, 2014, 258  crossref
  6. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi, “Option Pricing Using a Skew Random Walk Binary Tree”, JRFM, 17, no. 4, 2024, 138  crossref
  7. Gianluca Cassese, “Asset pricing in an imperfect world”, Econ Theory, 64, no. 3, 2017, 539  crossref
  8. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, no. 1, 2004, 19  crossref
  9. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Конструктивный критерий отсутствия арбитража при наличии операционных издержек в случае конечного дискретного времени”, ТВП, 52, no. 1, 2007, 41  crossref
  10. Stefan Gerhold, Ismail Cetin Gülüm, “Consistency of option prices under bid–ask spreads”, Mathematical Finance, 30, no. 2, 2020, 377  crossref
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