74 citations to 10.1007/s007800100062 (Crossref Cited-By Service)
  1. Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, № 2, 2013  crossref
  2. Bruno Bouchard, Marcel Nutz, “Consistent price systems under model uncertainty”, Finance Stoch, 20, № 1, 2016, 83  crossref
  3. Christoph Kühn, Alexander Molitor, “Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 23, № 4, 2019, 1049  crossref
  4. Fabian Astic, Agnes Tourin, “Optimal Bank Management Under Capital and Liquidity Constraints”, SSRN Journal, 2013  crossref
  5. I. Klein, Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic Arbitrage with Small Transaction Costs”, SSRN Journal, 2013  crossref
  6. Eric Beutner, “Pure self-financing trading strategies under transaction costs”, Statistics & Decisions, 24, № 4/2006, 2006  crossref
  7. Erhan Bayraktar, Yuchong Zhang, “Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty”, Mathematics of OR, 41, № 3, 2016, 1039  crossref
  8. ALET ROUX, “PRICING AND HEDGING GAME OPTIONS IN CURRENCY MODELS WITH PROPORTIONAL TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 19, № 07, 2016, 1650043  crossref
  9. Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe, “Asymptotic arbitrage with small transaction costs”, Finance Stoch, 18, № 4, 2014, 917  crossref
  10. Alet Roux, Tomasz Zastawniak, “American and Bermudan Options in Currency Markets with Proportional Transaction Costs”, Acta Appl Math, 141, № 1, 2016, 187  crossref
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