161 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Teemu Pennanen, “Convex Duality in Stochastic Optimization and Mathematical Finance”, Mathematics of OR, 36, no. 2, 2011, 340  crossref
  2. Dilip B. Madan, Martijn Pistorius, Wim Schoutens, “Dynamic conic hedging for competitiveness”, Math Finan Econ, 10, no. 4, 2016, 405  crossref
  3. Teemu Pennanen, Ari-Pekka Perkkiö, “Convex duality in optimal investment and contingent claim valuation in illiquid markets”, Finance Stoch, 22, no. 4, 2018, 733  crossref
  4. Francesca Biagini, Thomas Reitsam, “Asset price bubbles in markets with transaction costs”, FMF, 1, no. 3, 2022, 397  crossref
  5. ANDREAS LÖHNE, BIRGIT RUDLOFF, “AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, no. 02, 2014, 1450012  crossref
  6. Andreas H. Hamel, Frank Heyde, “Set-Valued T-Translative Functions and Their Applications in Finance”, Mathematics, 9, no. 18, 2021, 2270  crossref
  7. Ju Hong Kim, “Risk measure pricing and hedging in the presence of transaction costs”, J. Appl. Math. Comput., 23, no. 1-2, 2007, 293  crossref
  8. Paolo Guasoni, Emmanuel Lepinette-Denis, Miklos Rasonyi, “The Fundamental Theorem of Asset Pricing Under Transaction Costs”, SSRN Journal, 2011  crossref
  9. Emmanuel Lepinette, Tuan Tran, “Arbitrage theory for non convex financial market models”, Stochastic Processes and their Applications, 127, no. 10, 2017, 3331  crossref
  10. Andreas H. Hamel, Frank Heyde, Birgit Rudloff, “Set-valued risk measures for conical market models”, Math Finan Econ, 5, no. 1, 2011, 1  crossref
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