80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. K. Kaval, I. Molchanov, “Link-save trading”, Journal of Mathematical Economics, 42, no. 6, 2006, 710  crossref
  2. Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer, “Transaction Costs and Shadow Prices in Discrete Time”, SSRN Journal, 2013  crossref
  3. A. S. Cherny, “Pricing with Coherent Risk”, Theory Probab. Appl., 52, no. 3, 2008, 389  crossref
  4. TOMASZ R. BIELECKI, IGOR CIALENCO, ISMAIL IYIGUNLER, RODRIGO RODRIGUEZ, “DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES”, Int. J. Theor. Appl. Finan., 16, no. 01, 2013, 1350002  crossref
  5. Griselda Deelstra, Huyên Pham, Nizar Touzi, “Dual Formulation of the Utility Maximization Problem Under Transaction Costs”, Ann. Appl. Probab., 11, no. 4, 2001  crossref
  6. Mark Broadie, Jerome B. Detemple, “ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications”, Management Science, 50, no. 9, 2004, 1145  crossref
  7. Dimitri De Vallière, Yuri Kabanov, Christophe Stricker, “No-arbitrage criteria for financial markets with transaction costs and incomplete information”, Finance Stoch, 11, no. 2, 2007, 237  crossref
  8. ANDREAS LÖHNE, BIRGIT RUDLOFF, “AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, no. 02, 2014, 1450012  crossref
  9. Esmaeil Babaei, “Asset Pricing and Hedging in Financial Markets With Fixed and Proportional Transaction Costs”, SSRN Journal, 2024  crossref
  10. Esmaeil Babaei, “Asset pricing and hedging in financial markets with fixed and proportional transaction costs”, Ann Finance, 20, no. 2, 2024, 259  crossref
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