18 citations to 10.1007/s00780-010-0144-6 (Crossref Cited-By Service)
  1. Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, № 2, 2013  crossref
  2. Tomasz R. Bielecki, Igor Cialenco, Rodrigo Rodriguez, “NO‐ARBITRAGE PRICING FOR DIVIDEND‐PAYING SECURITIES IN DISCRETE‐TIME MARKETS WITH TRANSACTION COSTS”, Mathematical Finance, 25, № 4, 2015, 673  crossref
  3. Bruno Bouchard, Emmanuel Lepinette, Erik Taflin, “Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs”, Stochastic Processes and their Applications, 124, № 10, 2014, 3231  crossref
  4. Jun Zhao, Emmanuel Lepinette, “Дополнение к теореме Григорьева для модели Кабанова”, Теория вероятностей и ее применения, 65, № 2, 2020, 409  crossref
  5. Adrien Nguyen Huu, “A note on super-hedging for investor–producers”, Math Finan Econ, 7, № 3, 2013, 341  crossref
  6. Emmanuel Lepinette-Denis, Bruno Bouchard, Erik Taflin, “Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2013  crossref
  7. Paolo Guasoni, Miklós Rásonyi, “Hedging, arbitrage and optimality with superlinear frictions”, Ann. Appl. Probab., 25, № 4, 2015  crossref
  8. J. Zhao, E. Lépinette, “A Complement to the Grigoriev Theorem for the Kabanov Model”, Theory Probab. Appl., 65, № 2, 2020, 322  crossref
  9. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2015  crossref
  10. Paolo Guasoni, Miklos Rasonyi, “Hedging, Arbitrage, and Optimality with Superlinear Frictions”, SSRN Journal, 2013  crossref
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