115 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Philip Protter, 2081, Paris-Princeton Lectures on Mathematical Finance 2013, 2013, 1  crossref
  2. Marcel Nutz, “Superreplication under model uncertainty in discrete time”, Finance Stoch, 18, № 4, 2014, 791  crossref
  3. Huy N. Chau, “On Robust Fundamental Theorems of Asset Pricing in Discrete Time”, SIAM J. Finan. Math., 15, № 3, 2024, 571  crossref
  4. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009  crossref
  5. Rudiger Kiesel, “Nonparametric Statistical Methods and the Pricing of Derivative Securities”, J. of Appl. Math & Decision Sc., 6, № 1, 2002, 1  crossref
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