69 citations to 10.1007/s007800050036 (Crossref Cited-By Service)
  1. Irene Klein, “Free lunch for large financial markets with continuous price processes”, Ann. Appl. Probab., 13, № 4, 2003  crossref
  2. Dmitry B. Rokhlin, “Asymptotic arbitrage and numéraire portfolios in large financial markets”, Finance Stoch, 12, № 2, 2008, 173  crossref
  3. Igor Evstigneev, Dhruv Kapoor, “Arbitrage in stationary markets”, Decisions Econ Finan, 32, № 1, 2009, 5  crossref
  4. Wale Dare, “Testing Efficiency in Small and Large Financial Markets”, SSRN Journal, 2017  crossref
  5. Irene Klein, Walter Schachermayer, “A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance”, Ann. Probab., 24, № 2, 1996  crossref
  6. Zbigniew Palmowski, Łukasz Stettner, Anna Sulima, “Optimal Portfolio Selection in an Itô–Markov Additive Market”, Risks, 7, № 1, 2019, 34  crossref
  7. Nikolai Dokuchaev, “Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage”, Applied Mathematical Finance, 14, № 4, 2007, 319  crossref
  8. Irene Klein, 1934, Séminaire de Probabilités XLI, 2008, 443  crossref
  9. Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic arbitrage in large financial markets with friction”, Math Finan Econ, 6, № 4, 2012, 313  crossref
  10. Scott Robertson, Konstantinos Spiliopoulos, “INDIFFERENCE PRICING FOR CONTINGENT CLAIMS: LARGE DEVIATIONS EFFECTS”, Mathematical Finance, 28, № 1, 2018, 335  crossref
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