8 citations to 10.1007/s00780-006-0029-x (Crossref Cited-By Service)

1. Kristina Rognlien Dahl, “A convex duality approach for pricing contingent claims under partial information and short selling constraints”, Stochastic Analysis and Applications, 35, no. 2, 2017, 317  
2. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93, no. 2, 2021, 279  
3. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  
4. Christoph Kühn, Alexander Molitor, “Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 23, no. 4, 2019, 1049  
5. Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211  
6. Meriam El Mansour, Emmanuel Lépinette, “Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty”, MathematicS In Action, 11, no. 1, 2022, 193  
7. 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  
8. 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