162 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space”, Decisions Econ Finan, 2024  crossref
  2. Huy N. Chau, Miklós Rásonyi, “Robust utility maximisation in markets with transaction costs”, Finance Stoch, 23, no. 3, 2019, 677  crossref
  3. Jodi Dianetti, Giorgio Ferrari, Markus Fischer, Max Nendel, “A Unifying Framework for Submodular Mean Field Games”, Mathematics of OR, 48, no. 3, 2023, 1679  crossref
  4. YURI M. KABANOV, GÜNTER LAST, “Hedging under Transaction Costs in Currency Markets: a Continuous‐Time Model”, Mathematical Finance, 12, no. 1, 2002, 63  crossref
  5. Paolo Guasoni, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 457  crossref
  6. Michael A. H. Dempster, Igor V. Evstigneev, Klaus R. Schenk-hoppé, “Volatility-induced financial growth”, Quantitative Finance, 7, no. 2, 2007, 151  crossref
  7. Teemu Pennanen, “Arbitrage and deflators in illiquid markets”, Finance Stoch, 15, no. 1, 2011, 57  crossref
  8. Zachary Feinstein, Birgit Rudloff, “Time consistency for scalar multivariate risk measures”, Statistics & Risk Modeling, 38, no. 3-4, 2021, 71  crossref
  9. ALET ROUX, TOMASZ ZASTAWNIAK, “AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, no. 08, 2014, 1450052  crossref
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