115 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
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  3. Johannes Ruf, “Piecewise constant local martingales with bounded numbers of jumps”, Electron. Commun. Probab., 22, № none, 2017  crossref
  4. Daniel Bartl, Patrick Cheridito, Michael Kupper, “Robust expected utility maximization with medial limits”, Journal of Mathematical Analysis and Applications, 471, № 1-2, 2019, 752  crossref
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  6. Darrell Duffie, 1, Financial Markets and Asset Pricing, 2003, 639  crossref
  7. Helen H. Huang, Shunming Zhang, “The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets”, JMF, 04, № 02, 2014, 123  crossref
  8. D. B. Rokhlin, “A theorem on martingale selection for relatively open convex set-valued random sequences”, Math Notes, 81, № 3-4, 2007, 543  crossref
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