113 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Теорема о мартингальном выборе для случайной последовательности с относительно открытыми выпуклыми значениями”, Матем. заметки, 81, № 4, 2007, 614  crossref
  2. Ralf Korn, Frank Oertel, Manfred Schäl, “Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process”, Decisions Econ Finan, 26, № 2, 2003, 153  crossref
  3. D. B. Rokhlin, “A Martingale Selection Problem in the Finite Discrete‐Time Case”, Theory Probab. Appl., 50, № 3, 2006, 420  crossref
  4. Matteo Burzoni, Mario Šikić, “Robust martingale selection problem and its connections to the no‐arbitrage theory”, Mathematical Finance, 30, № 1, 2020, 260  crossref
  5. Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios, “Pricing options on scenario trees”, Journal of Banking & Finance, 32, № 2, 2008, 283  crossref
  6. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009  crossref
  7. S. N. Smirnov, “A Guaranteed Deterministic Approach to Superhedging: No Arbitrage Properties of the Market”, Autom Remote Control, 82, № 1, 2021, 172  crossref
  8. Pierre Henry-Labordère, Nizar Touzi, “An explicit martingale version of the one-dimensional Brenier theorem”, Finance Stoch, 20, № 3, 2016, 635  crossref
  9. Constantinos Kardaras, “On the stochastic behaviour of optional processes up to random times”, Ann. Appl. Probab., 25, № 2, 2015  crossref
  10. Miklós Rásonyi, Andrea Meireles‐Rodrigues, “On utility maximization under model uncertainty in discrete‐time markets”, Mathematical Finance, 31, № 1, 2021, 149  crossref
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