22 citations to 10.1111/1467-9965.00003 (Crossref Cited-By Service)
  1. Shi Meng Xu, Jun Hong Liu, “An Portfolio Optimal Attainability under Transaction Costs”, AMM, 472, 2014, 1066  crossref
  2. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93, № 2, 2021, 279  crossref
  3. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
  4. Bruno Bouchard, Ludovic Moreau, H. Mete Soner, “Hedging Under an Expected Loss Constraint with Small Transaction Costs”, SIAM J. Finan. Math., 7, № 1, 2016, 508  crossref
  5. Mariagiovanna Baccara, Fulvio Ortu, Anna Battauz, “Effective Vs. Efficient Securities in Arbitrage-Free Markets with Bid-Ask Spreads: A Linear Programming Characterization”, SSRN Journal, 2003  crossref
  6. Pavel G. Grigoriev, “On low dimensional case in the fundamental asset pricing theorem with transaction costs”, Statistics & Risk Modeling, 23, № 1, 2005, 33  crossref
  7. Luciano Campi, Walter Schachermayer, “A super-replication theorem in Kabanov’s model of transaction costs”, Finance Stoch, 10, № 4, 2006, 579  crossref
  8. Mariagiovanna Baccara, Anna Battauz, Fulvio Ortu, “Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization”, Journal of Economic Dynamics and Control, 30, № 1, 2006, 55  crossref
  9. Alet Roux, “The Fundamental Theorem of Asset Pricing Under Proportional Transaction Costs”, SSRN Journal, 2007  crossref
  10. Maxim Bichuch, “Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment”, Finance Stoch, 18, № 3, 2014, 651  crossref
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