115 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Patrizia Berti, Luca Pratelli, Pietro Rigo, “Two versions of the fundamental theorem of asset pricing”, Electron. J. Probab., 20, № none, 2015  crossref
  2. Alejandro Balbás, Raquel Balbás, Silvia Mayoral, “Risk-neutral valuation with infinitely many trading dates”, Mathematical and Computer Modelling, 45, № 11-12, 2007, 1308  crossref
  3. Laurence Carassus, Miklós Rásonyi, “Optimal Strategies and Utility-Based Prices Converge When Agents’ Preferences Do”, Mathematics of OR, 32, № 1, 2007, 102  crossref
  4. Kacha Dzhaparidze, Peter Spreij, Esko Valkeila, “Information processes for semimartingale experiments”, Ann. Probab., 31, № 1, 2003  crossref
  5. Robert Liptser, Alexander Novikov, From Stochastic Calculus to Mathematical Finance, 2006, 421  crossref
  6. A. Irle, “A measure-theoretic approach to completeness of financial markets”, Statistics & Probability Letters, 68, № 1, 2004, 1  crossref
  7. Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, № 1, 2010, 158  crossref
  8. EMMANUEL LEPINETTE, DUC THINH VU, “COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION”, Int. J. Theor. Appl. Finan., 24, № 06n07, 2021, 2150037  crossref
  9. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price”, Math Meth Oper Res, 64, № 1, 2006, 145  crossref
  10. Igor V. Evstigneev, Klaus Schürger, Michael I. Taksar, “On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria”, Mathematical Finance, 14, № 2, 2004, 201  crossref
Предыдущая
1
2
3
4
5
6
7
8
12
Следующая