161 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Ignacio Cascos, Ilya Molchanov, “Multivariate risks and depth-trimmed regions”, Finance Stoch, 11, no. 3, 2007, 373  crossref
  2. Dylan Possamaï, Guillaume Royer, “General indifference pricing with small transaction costs”, ASY, 102, no. 3-4, 2017, 177  crossref
  3. Bruno Bouchard, Elyes Jouini, Encyclopedia of Quantitative Finance, 2010  crossref
  4. Zachary Feinstein, Birgit Rudloff, “Scalar Multivariate Risk Measures with a Single Eligible Asset”, Mathematics of OR, 47, no. 2, 2022, 899  crossref
  5. Esmaeil Babaei, “Asset Pricing and Hedging in Financial Markets With Fixed and Proportional Transaction Costs”, SSRN Journal, 2024  crossref
  6. Esmaeil Babaei, “Asset pricing and hedging in financial markets with fixed and proportional transaction costs”, Ann Finance, 20, no. 2, 2024, 259  crossref
  7. Maria Arduca, Cosimo Munari, “Risk Measures beyond Frictionless Markets”, SIAM J. Finan. Math., 15, no. 2, 2024, 537  crossref
  8. Teemu Pennanen, Ari-Pekka Perkkiö, 107, Convex Stochastic Optimization, 2024, 245  crossref
  9. Teemu Pennanen, Ari-Pekka Perkkiö, 107, Convex Stochastic Optimization, 2024, 1  crossref
  10. Beatrice Acciaio, Julio Backhoff‐Veraguas, Gudmund Pammer, “Quantitative Fundamental Theorem of Asset Pricing”, Mathematical Finance, 2025, mafi.12457  crossref
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