80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. Elyès Jouini, “Arbitrage and control problems in finance”, Journal of Mathematical Economics, 35, no. 2, 2001, 167  crossref
  2. Miklós Rásonyi, 1934, Séminaire de Probabilités XLI, 2008, 455  crossref
  3. M. A. H. Dempster, I. V. Evstigneev, M. I. Taksar, “Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model”, Annals of Finance, 2, no. 4, 2006, 327  crossref
  4. Hui Huang, “Asset Pricing under Progressive Taxes and Existence of General Equilibrium”, J Glob Optim, 31, no. 3, 2005, 471  crossref
  5. Alet Roux, Tomasz Zastawniak, 151, Set Optimization and Applications - The State of the Art, 2015, 159  crossref
  6. Paolo Guasoni, Emmanuel Lepinette-Denis, Miklos Rasonyi, “The Fundamental Theorem of Asset Pricing Under Transaction Costs”, SSRN Journal, 2011  crossref
  7. А В Куликов, A V Kulikov, “Многомерные когерентные и выпуклые меры риска”, ТВП, 52, no. 4, 2007, 685  crossref
  8. Borys Alvarez-Samaniego, Jaime Orrillo, “The fundamental theorem of asset pricing under default and collateral in finite discrete time”, Journal of Mathematical Analysis and Applications, 320, no. 1, 2006, 425  crossref
  9. Dilip B. Madan, “Benchmarking in two price financial markets”, Ann Finance, 12, no. 2, 2016, 201  crossref
  10. 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
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