69 citations to 10.1007/s007800050036 (Crossref Cited-By Service)
  1. Winslow Strong, “Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension”, Finance Stoch, 18, № 3, 2014, 487  crossref
  2. Miklós Rásonyi, “Maximizing expected utility in the Arbitrage Pricing Model”, Journal of Mathematical Analysis and Applications, 454, № 1, 2017, 127  crossref
  3. Martin L. D. Mbele Bidima, Miklos Rasonyi, “On long-term arbitrage opportunities in Markovian models of financial markets”, Ann Oper Res, 200, № 1, 2012, 131  crossref
  4. Dániel Ágoston Bálint, Martin Schweizer, “Large Financial Markets, Discounting, and No Asymptotic Arbitrage”, SSRN Journal, 2018  crossref
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  7. Emmanuel Denis, Yuri Kabanov, “Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs”, Finance Stoch, 16, № 1, 2012, 135  crossref
  8. Christa Cuchiero, I Klein, J Teichmann, “Фундаментальная теорема формирования цен финансовых активов в непрерывном времени для больших финансовых рынков с двумя фильтрациями”, Теория вероятностей и ее применения, 65, № 3, 2020, 498  crossref
  9. Nikolai Dokuchaev, “Mean-reverting Market Model: Speculative Opportunities and Non-arbitrage”, SSRN Journal, 2005  crossref
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