115 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “Consistent price systems and face-lifting pricing under transaction costs”, Ann. Appl. Probab., 18, № 2, 2008  crossref
  2. SHUNMING ZHANG, CHUNLEI XU, XIAOTIE DENG, “Dynamic Arbitrage‐Free Asset Pricing with Proportional Transaction Costs”, Mathematical Finance, 12, № 1, 2002, 89  crossref
  3. Yuri Kabanov, Christophe Stricker, 1934, Séminaire de Probabilités XLI, 2008, 439  crossref
  4. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Nonnormality”, Rev. Financ. Stud., 23, № 5, 2010, 2139  crossref
  5. S. N. Smirnov, “A Guaranteed Deterministic Approach to Superhedging: The Relationship between the Deterministic and Probabilistic Problem Statements without Trading Constraints”, Theory Probab. Appl., 67, № 4, 2023, 548  crossref
  6. Manfred Schäl, “On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability”, Scandinavian Actuarial Journal, 2004, № 3, 2004, 189  crossref
  7. Romain Blanchard, Laurence Carassus, “Multiple-priors optimal investment in discrete time for unbounded utility function”, Ann. Appl. Probab., 28, № 3, 2018  crossref
  8. Sergey N. Smirnov, Basil Papadopoulos, “Realistic Models of Financial Market and Structural Stability”, Journal of Mathematics, 2021, 2021, 1  crossref
  9. Luciano Campi, Claude Martini, “On the support of extremal martingale measures with given marginals: the countable case”, Adv. Appl. Probab., 51, № 2, 2019, 570  crossref
  10. Александр Семенович Черный, Aleksander Semenovich Cherny, “Нахождение справедливых цен на основе когерентных мер риска”, ТВП, 52, № 3, 2007, 506  crossref
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