42 citations to 10.1007/s007800200089 (Crossref Cited-By Service)
  1. Teemu Pennanen, “SUPERHEDGING IN ILLIQUID MARKETS”, Mathematical Finance, 21, № 3, 2011, 519  crossref
  2. Paolo Guasoni, “NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND”, Mathematical Finance, 16, № 3, 2006, 569  crossref
  3. Paolo Guasoni, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 457  crossref
  4. Krzysztof Tokarz, Tomasz Zastawniak, “American contingent claims under small proportional transaction costs”, Journal of Mathematical Economics, 43, № 1, 2006, 65  crossref
  5. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
  6. Tomasz Zastawniak, Alet Roux, “American Options Under Proportional Transaction Costs: Seller's Price Algorithm, Hedging Strategy and Optimal Stopping”, SSRN Journal, 2006  crossref
  7. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Конструктивный критерий отсутствия арбитража при наличии операционных издержек в случае конечного дискретного времени”, ТВП, 52, № 1, 2007, 41  crossref
  8. Yuri Kabanov, Christophe Stricker, 1934, Séminaire de Probabilités XLI, 2008, 439  crossref
  9. Erhan Bayraktar, Matteo Burzoni, “On the quasi-sure superhedging duality with frictions”, Finance Stoch, 24, № 1, 2020, 249  crossref
  10. Matteo Burzoni, Mario Šikić, “Robust martingale selection problem and its connections to the no‐arbitrage theory”, Mathematical Finance, 30, № 1, 2020, 260  crossref
1
2
3
4
5
Следующая