74 citations to 10.1007/s007800100062 (Crossref Cited-By Service)
  1. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
  2. Miklós Rásonyi, 1934, Séminaire de Probabilités XLI, 2008, 455  crossref
  3. Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi, “The fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 16, № 4, 2012, 741  crossref
  4. Alet Roux, Tomasz Zastawniak, “American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions”, Acta Appl Math, 106, № 2, 2009, 199  crossref
  5. C. Napp, “The Dalang–Morton–Willinger theorem under cone constraints”, Journal of Mathematical Economics, 39, № 1-2, 2003, 111  crossref
  6. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SIAM J. Finan. Math., 7, № 1, 2016, 104  crossref
  7. Paolo Guasoni, Emmanuel Lepinette-Denis, Miklos Rasonyi, “The Fundamental Theorem of Asset Pricing Under Transaction Costs”, SSRN Journal, 2011  crossref
  8. Bruno Bouchard, “No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure”, Finance Stochast., 10, № 2, 2006, 276  crossref
  9. Eberhard Mayerhofer, “Almost Perfect Shadow Prices”, JRFM, 17, № 2, 2024, 70  crossref
  10. A. S. Cherny, “Pricing with Coherent Risk”, Theory Probab. Appl., 52, № 3, 2008, 389  crossref
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