157 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Erhan Bayraktar, Matteo Burzoni, “On the quasi-sure superhedging duality with frictions”, Finance Stoch, 24, no. 1, 2020, 249  crossref
  2. O. L. V. Costa, E. V. Queiroz Filho, “Arbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short Positions”, Mathematical Problems in Engineering, 2012, 2012, 1  crossref
  3. Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi, “The fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 16, no. 4, 2012, 741  crossref
  4. Emmanuel Lepinette, Tuan Quoc Tran, “General Financial Market Model Defined by a Liquidation Value Process”, SSRN Journal, 2014  crossref
  5. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SIAM J. Finan. Math., 7, no. 1, 2016, 104  crossref
  6. Guangqin Li, 2008 Fifth International Conference on Fuzzy Systems and Knowledge Discovery, 2008, 98  crossref
  7. Koichi Matsumoto, “Mean-Variance Hedging with Uncertain Trade Execution”, Applied Mathematical Finance, 16, no. 3, 2009, 219  crossref
  8. M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Volatility-Induced Financial Growth”, SSRN Journal, 2006  crossref
  9. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, no. 1, 2004, 19  crossref
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