74 citations to 10.1007/s007800100062 (Crossref Cited-By Service)
  1. Erhan Bayraktar, Yuchong Zhang, “Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty”, SSRN Journal, 2013  crossref
  2. Birgit Rudloff, Firdevs Ulus, “Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization”, Math Finan Econ, 15, № 2, 2021, 397  crossref
  3. Jörn Sass, Martin Smaga, “FTAP in finite discrete time with transaction costs by utility maximization”, Finance Stoch, 18, № 4, 2014, 805  crossref
  4. Martin Brown, Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs”, Ann Finance, 16, № 3, 2020, 423  crossref
  5. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Задача о мартингальном выборе в случае конечного дискретного времени”, ТВП, 50, № 3, 2005, 480  crossref
  6. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  crossref
  7. Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer, “Transaction Costs and Shadow Prices in Discrete Time”, SSRN Journal, 2013  crossref
  8. Saul Jacka, Abdelkarem Berkaoui, Jon Warren, “No arbitrage and closure results for trading cones with transaction costs”, Finance Stoch, 12, № 4, 2008, 583  crossref
  9. Emmanuel Denis, Yuri Kabanov, “Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs”, Finance Stoch, 16, № 1, 2012, 135  crossref
  10. Dmitry Rokhlin, “Martingale selection problem and asset pricing in finite discrete time”, Electron. Commun. Probab., 12, № none, 2007  crossref
Предыдущая
1
2
3
4
5
6
7
8
Следующая