165 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
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  2. Jodi Dianetti, “Linear-quadratic-singular stochastic differential games and applications”, Decisions Econ Finan, 2023  crossref
  3. Ulrich Horst, Felix Naujokat, “When to Cross the Spread? Trading in Two-Sided Limit Order Books”, SIAM J. Finan. Math., 5, no. 1, 2014, 278  crossref
  4. Matteo Burzoni, Mario Šikić, “Robust martingale selection problem and its connections to the no‐arbitrage theory”, Mathematical Finance, 30, no. 1, 2020, 260  crossref
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  6. Giorgio Ferrari, Hanwu Li, Frank Riedel, “A Knightian irreversible investment problem”, Journal of Mathematical Analysis and Applications, 507, no. 1, 2022, 125744  crossref
  7. Zachary Feinstein, Birgit Rudloff, “A supermartingale relation for multivariate risk measures”, Quantitative Finance, 18, no. 12, 2018, 1971  crossref
  8. 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  crossref
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