74 citations to 10.1007/s007800100062 (Crossref Cited-By Service)
  1. Bruno Bouchard, Shuoqing Deng, Xiaolu Tan, “Superreplication with proportional transaction cost under model uncertainty”, Mathematical Finance, 29, № 3, 2019, 837  crossref
  2. Teemu Pennanen, Irina Penner, “Hedging of Claims with Physical Delivery under Convex Transaction Costs”, SIAM J. Finan. Math., 1, № 1, 2010, 158  crossref
  3. Emmanuel Lepinette, Tuan Tran, “Arbitrage theory for non convex financial market models”, Stochastic Processes and their Applications, 127, № 10, 2017, 3331  crossref
  4. Peter Bank, Selim Gökay, “Superreplication when trading at market indifference prices”, Finance Stoch, 20, № 1, 2016, 153  crossref
  5. Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer, “Transaction Costs, Shadow Prices, and Duality in Discrete Time”, SIAM J. Finan. Math., 5, № 1, 2014, 258  crossref
  6. Luciano Campi, Walter Schachermayer, “A super-replication theorem in Kabanov’s model of transaction costs”, Finance Stoch, 10, № 4, 2006, 579  crossref
  7. D. B. Rokhlin, “A Martingale Selection Problem in the Finite Discrete‐Time Case”, Theory Probab. Appl., 50, № 3, 2006, 420  crossref
  8. Bruno Bouchard, Elyes Jouini, Encyclopedia of Quantitative Finance, 2010  crossref
  9. ANDREAS LÖHNE, BIRGIT RUDLOFF, “AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, № 02, 2014, 1450012  crossref
  10. NIV NAYMAN, “SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 21, № 05, 2018, 1850034  crossref
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