162 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Julien Grépat, Yuri Kabanov, “On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs”, Finance Stoch, 25, no. 1, 2021, 167  crossref
  2. A. V. Kulikov, “Multidimensional Coherent and Convex Risk Measures”, Theory Probab. Appl., 52, no. 4, 2008, 614  crossref
  3. Maria B. Chiarolla, Giorgio Ferrari, Frank Riedel, “Generalized Kuhn–Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources”, SIAM J. Control Optim., 51, no. 5, 2013, 3863  crossref
  4. Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, no. 1, 2010, 158  crossref
  5. Luciano Campi, Encyclopedia of Quantitative Finance, 2010  crossref
  6. Anja Fischer, Frank Fischer, “Counting degree sequences of spanning trees in bipartite graphs: A graph‐theoretic proof”, Journal of Graph Theory, 92, no. 3, 2019, 230  crossref
  7. Netzahualcóyotl Castañeda-Leyva, Daniel Hernández-Hernández, “Utility maximization in markets with bid–ask spreads”, Stochastics, 83, no. 1, 2011, 17  crossref
  8. Andreas H. Hamel, Frank Heyde, Andreas Löhne, Birgit Rudloff, Carola Schrage, 151, Set Optimization and Applications - The State of the Art, 2015, 65  crossref
  9. Florin Avram, Sooie-Hoe Loke, “On Central Branch/Reinsurance Risk Networks: Exact Results and Heuristics”, Risks, 6, no. 2, 2018, 35  crossref
  10. Giuseppe Benedetti, Luciano Campi, Jan Kallsen, Johannes Muhle-Karbe, “On the existence of shadow prices”, Finance Stoch, 17, no. 4, 2013, 801  crossref
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