74 citations to 10.1007/s007800100062 (Crossref Cited-By Service)
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  2. Emmanuel Lepinette, Tuan Tran, “Arbitrage Theory for Non Convex Financial Market Models”, SSRN Journal, 2015  crossref
  3. Bruno Bouchard, Huyên Pham, “Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns”, Ann. Appl. Probab., 15, № 4, 2005  crossref
  4. Paolo Guasoni, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 457  crossref
  5. Paolo Guasoni, “NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND”, Mathematical Finance, 16, № 3, 2006, 569  crossref
  6. TOMASZ R. BIELECKI, IGOR CIALENCO, ISMAIL IYIGUNLER, RODRIGO RODRIGUEZ, “DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES”, Int. J. Theor. Appl. Finan., 16, № 01, 2013, 1350002  crossref
  7. Alejandro Balbás, Rosario Romera, Esther Ruiz, Recent Advances in Applied Probability, 2005, 27  crossref
  8. K. Kaval, I. Molchanov, “Link-save trading”, Journal of Mathematical Economics, 42, № 6, 2006, 710  crossref
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