69 citations to 10.1007/s007800050036 (Crossref Cited-By Service)
  1. BEN HAMBLY, JUOZAS VAICENAVICIUS, “THE 3/2 MODEL AS A STOCHASTIC VOLATILITY APPROXIMATION FOR A LARGE-BASKET PRICE-WEIGHTED INDEX”, Int. J. Theor. Appl. Finan., 18, № 06, 2015, 1550041  crossref
  2. Alexandre F. Roch, “Asymptotic Asset Pricing and Bubbles”, SSRN Journal, 2017  crossref
  3. N.G. Dokuchaev, Andrey V. Savkin, “Universal strategies for diffusion markets and possibility of asymptotic arbitrage”, Insurance: Mathematics and Economics, 34, № 3, 2004, 409  crossref
  4. MIKLÓS RÁSONYI, “ON OPTIMAL STRATEGIES FOR UTILITY MAXIMIZERS IN THE ARBITRAGE PRICING MODEL”, Int. J. Theor. Appl. Finan., 19, № 07, 2016, 1650047  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. Tom Fischer, “A law of large numbers approach to valuation in life insurance”, Insurance: Mathematics and Economics, 40, № 1, 2007, 35  crossref
  7. Elyès Jouini, Clotilde Napp, Walter Schachermayer, “Arbitrage and state price deflators in a general intertemporal framework”, Journal of Mathematical Economics, 41, № 6, 2005, 722  crossref
  8. Irene Klein, “Market free lunch and large financial markets”, Ann. Appl. Probab., 16, № 4, 2006  crossref
  9. Bas Peeters, Cees L. Dert, Andre Lucas, “Black Scholes for Portfolios of Options in Discrete Time”, SSRN Journal, 2003  crossref
  10. Michał Baran, “Asymptotic pricing in large financial markets”, Math Meth Oper Res, 66, № 1, 2007, 1  crossref
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