4 citations to https://www.mathnet.ru/eng/mfe1
  1. Esmaeil Babaei, “Asset pricing and hedging in financial markets with fixed and proportional transaction costs”, Ann Finance, 20:2 (2024), 259  crossref
  2. Esmaeil Babaei, “Asset Pricing and Hedging in Financial Markets With Fixed and Proportional Transaction Costs”, SSRN Journal, 2024  crossref
  3. Esmaeil Babaei, “On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends”, Math Meth Oper Res, 2024  crossref
  4. E. Babaei, I. V. Evstigneev, K. R. Schenk-Hoppé, “A multidimensional Fatou lemma for conditional expectations”, Positivity, 25:4 (2021), 1543  crossref