24 citations to 10.1007/s102030170003 (Crossref Cited-By Service)
  1. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, no. 1, 2004, 19  crossref
  2. Valeri I. Zakamouline, “European option pricing and hedging with both fixed and proportional transaction costs”, Journal of Economic Dynamics and Control, 30, no. 1, 2006, 1  crossref
  3. Fabian Astic, Nizar Touzi, “No arbitrage conditions and liquidity”, Journal of Mathematical Economics, 43, no. 6, 2007, 692  crossref
  4. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price”, Math Meth Oper Res, 64, no. 1, 2006, 145  crossref
  5. D.G. Hobson, “Bounds for the utility-indifference prices of non-traded assets in incomplete markets”, Decisions Econ Finan, 28, no. 1, 2005, 33  crossref
  6. Valeri Zakamouline, “Efficient Analytic Approximation of the Optimal Hedging Strategy for a European Call Option with Transaction Costs”, SSRN Journal, 2006  crossref
  7. Jun Zhao, Emmanuel Lepinette, “Дополнение к теореме Григорьева для модели Кабанова”, Теория вероятностей и ее применения, 65, no. 2, 2020, 409  crossref
  8. J. Zhao, E. Lépinette, “A Complement to the Grigoriev Theorem for the Kabanov Model”, Theory Probab. Appl., 65, no. 2, 2020, 322  crossref
  9. Fabian Astic, Agnes Tourin, “Optimal Bank Management Under Capital and Liquidity Constraints”, SSRN Journal, 2013  crossref
  10. Chao Sun, Jing-Yang Yang, Sheng-Hong Li, “On barrier option pricing in binomial market with transaction costs”, Applied Mathematics and Computation, 189, no. 2, 2007, 1505  crossref
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