26 citations to 10.1007/s00780-016-0310-6 (Crossref Cited-By Service)
  1. Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc, “No-arbitrage under a class of honest times”, Finance Stoch, 22, № 1, 2018, 127  crossref
  2. Robert A. Jarrow, Continuous-Time Asset Pricing Theory, 2021, 21  crossref
  3. Michael Monoyios, “Duality for optimal consumption under no unbounded profit with bounded risk”, Ann. Appl. Probab., 32, № 5, 2022  crossref
  4. Oleksii Mostovyi, “Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire”, Stochastic Processes and their Applications, 130, № 7, 2020, 4444  crossref
  5. Daniel Agoston Balint, Martin Schweizer, “Большие финансовые рынки, дисконтирование и отсутствие асимптотического арбитража”, Теория вероятностей и ее применения, 65, № 2, 2020, 237  crossref
  6. Eckhard Platen, Stefan Tappe, “No arbitrage and multiplicative special semimartingales”, Adv. Appl. Probab., 55, № 3, 2023, 1033  crossref
  7. T Choulli, Sina Yansori, “Log-optimal portfolio without NFLVR: existence, complete characterization, and duality”, Теория вероятностей и ее применения, 67, № 2, 2022, 289  crossref
  8. D. Á. Bálint, M. Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, Theory Probab. Appl., 65, № 2, 2020, 191  crossref
  9. Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier, “A stochastic control perspective on term structure models with roll-over risk”, Finance Stoch, 27, № 4, 2023, 903  crossref
  10. Huy Ngoc Chau, Andrea Cosso, Claudio Fontana, “The Value of Informational Arbitrage”, SSRN Journal, 2018  crossref
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