161 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Jan Kallsen, Johannes Muhle-Karbe, “Existence of shadow prices in finite probability spaces”, Math Meth Oper Res, 73, no. 2, 2011, 251  crossref
  2. Andreas Löhne, Birgit Rudloff, Firdevs Ulus, “Primal and dual approximation algorithms for convex vector optimization problems”, J Glob Optim, 60, no. 4, 2014, 713  crossref
  3. Cosimo Munari, “Multi-utility representations of incomplete preferences induced by set-valued risk measures”, Finance Stoch, 25, no. 1, 2021, 77  crossref
  4. Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35, no. 2, 2001, 185  crossref
  5. Daniel Gourion, Alberto Seeger, “Critical angles in random polyhedral cones”, Journal of Mathematical Analysis and Applications, 374, no. 1, 2011, 8  crossref
  6. P. F. Koehl, H. Pham, N. Touzi, “On Super-Replication in Discrete Time under Transaction Costs”, Theory Probab. Appl., 45, no. 4, 2001, 667  crossref
  7. Jodi Dianetti, Giorgio Ferrari, “Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria”, SIAM J. Control Optim., 58, no. 3, 2020, 1257  crossref
  8. Ilya Molchanov, Ignacio Cascos, “MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS”, Mathematical Finance, 26, no. 4, 2016, 867  crossref
  9. Frank Riedel, Xia Su, “On Irreversible Investment”, SSRN Journal, 2006  crossref
  10. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  crossref
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