74 citations to 10.1007/s007800100062 (Crossref Cited-By Service)
  1. D. B. Rokhlin, “A theorem on martingale selection for relatively open convex set-valued random sequences”, Math Notes, 81, № 3-4, 2007, 543  crossref
  2. Emmanuel Lépinette, Ilya Molchanov, “Risk arbitrage and hedging to acceptability under transaction costs”, Finance Stoch, 25, № 1, 2021, 101  crossref
  3. Bruno Bouchard, Adrien Nguyen Huu, “NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS”, Mathematical Finance, 23, № 2, 2013, 366  crossref
  4. Takaki Hayashi, Yuta Koike, “No arbitrage and lead–lag relationships”, Statistics & Probability Letters, 154, 2019, 108530  crossref
  5. Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “The fundamental theorem of asset pricing for continuous processes under small transaction costs”, Ann Finance, 6, № 2, 2010, 157  crossref
  6. Matteo Burzoni, Mario Šikić, “Robust martingale selection problem and its connections to the no‐arbitrage theory”, Mathematical Finance, 30, № 1, 2020, 260  crossref
  7. Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space”, Decisions Econ Finan, 2024  crossref
  8. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Конструктивный критерий отсутствия арбитража при наличии операционных издержек в случае конечного дискретного времени”, ТВП, 52, № 1, 2007, 41  crossref
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