162 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. K. Kaval, I. Molchanov, “Link-save trading”, Journal of Mathematical Economics, 42, no. 6, 2006, 710  crossref
  2. Matteo Burzoni, “Arbitrage and Hedging in Model-Independent Markets with Frictions”, SIAM J. Finan. Math., 7, no. 1, 2016, 812  crossref
  3. Ariel Neufeld, Mario Šikić, “Robust Utility Maximization in Discrete-Time Markets with Friction”, SIAM J. Control Optim., 56, no. 3, 2018, 1912  crossref
  4. Andreas H. Hamel, Martin Schweizer, “Editorial”, Finance Stoch, 25, no. 1, 2021, 1  crossref
  5. Christoph Czichowsky, Walter Schachermayer, “Duality theory for portfolio optimisation under transaction costs”, Ann. Appl. Probab., 26, no. 3, 2016  crossref
  6. Michael Monoyios, “Option pricing with transaction costs using a Markov chain approximation”, Journal of Economic Dynamics and Control, 28, no. 5, 2004, 889  crossref
  7. Maria B. Chiarolla, Giorgio Ferrari, Gabriele Stabile, “Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs”, European Journal of Operational Research, 247, no. 3, 2015, 847  crossref
  8. Luciano Campi, Walter Schachermayer, “A super-replication theorem in Kabanov’s model of transaction costs”, Finance Stoch, 10, no. 4, 2006, 579  crossref
  9. YANHONG CHEN, YIJUN HU, “SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES”, Int. J. Theor. Appl. Finan., 23, no. 03, 2020, 2050017  crossref
  10. D. B. Rokhlin, “Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time”, Theory Probab. Appl., 52, no. 1, 2008, 93  crossref
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