22 citations to 10.1111/1467-9965.00003 (Crossref Cited-By Service)
  1. YURI M. KABANOV, GÜNTER LAST, “Hedging under Transaction Costs in Currency Markets: a Continuous‐Time Model”, Mathematical Finance, 12, № 1, 2002, 63  crossref
  2. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani, Frank J. Fabozzi, “Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis”, Journal of Economic Dynamics and Control, 137, 2022, 104345  crossref
  3. Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35, № 2, 2001, 185  crossref
  4. Alet Roux, Tomasz Zastawniak, “American and Bermudan Options in Currency Markets with Proportional Transaction Costs”, Acta Appl Math, 141, № 1, 2016, 187  crossref
  5. ALAN J. KING, MATTI KOIVU, TEEMU PENNANEN, “CALIBRATED OPTION BOUNDS”, Int. J. Theor. Appl. Finan., 08, № 02, 2005, 141  crossref
  6. Eric Beutner, “Pure self-financing trading strategies under transaction costs”, Statistics & Decisions, 24, № 4/2006, 2006  crossref
  7. Saul Jacka, Abdelkarem Berkaoui, Jon Warren, “No arbitrage and closure results for trading cones with transaction costs”, Finance Stoch, 12, № 4, 2008, 583  crossref
  8. Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211  crossref
  9. Yuri M. Kabanov, Christophe Stricker, Advances in Finance and Stochastics, 2002, 125  crossref
  10. Bruno Bouchard, Ludovic Moreau, Halil Mete Soner, “Hedging Under an Expected Loss Constraint with Small Transaction Costs”, SSRN Journal, 2014  crossref
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