42 citations to 10.1007/s007800200089 (Crossref Cited-By Service)
  1. D. B. Rokhlin, “A theorem on martingale selection for relatively open convex set-valued random sequences”, Math Notes, 81, № 3-4, 2007, 543  crossref
  2. D. B. Rokhlin, “Constructive No-Arbitrage Criterion under Transaction Costs in the Case of Finite Discrete Time”, Theory Probab. Appl., 52, № 1, 2008, 93  crossref
  3. Pavel G. Grigoriev, “On low dimensional case in the fundamental asset pricing theorem with transaction costs”, Statistics & Risk Modeling, 23, № 1, 2005, 33  crossref
  4. Julien Grépat, Yuri Kabanov, “Small transaction costs, absence of arbitrage and consistent price systems”, Finance Stoch, 16, № 3, 2012, 357  crossref
  5. Łukasz Stettner, 312, System Modeling and Optimization, 2009, 129  crossref
  6. Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, № 2, 2013  crossref
  7. Fabian Astic, Nizar Touzi, “No arbitrage conditions and liquidity”, Journal of Mathematical Economics, 43, № 6, 2007, 692  crossref
  8. Teemu Pennanen, “Arbitrage and deflators in illiquid markets”, Finance Stoch, 15, № 1, 2011, 57  crossref
  9. Bruno Bouchard, Adrien Nguyen Huu, “NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS”, Mathematical Finance, 23, № 2, 2013, 366  crossref
  10. Eric Beutner, “Pure self-financing trading strategies under transaction costs”, Statistics & Decisions, 24, № 4/2006, 2006  crossref
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