70 citations to 10.1007/978-3-540-44671-2_9 (Crossref Cited-By Service)
  1. EMMANUEL LEPINETTE, DUC THINH VU, “COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION”, Int. J. Theor. Appl. Finan., 24, № 06n07, 2021, 2150037  crossref
  2. Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “Consistent price systems and face-lifting pricing under transaction costs”, Ann. Appl. Probab., 18, № 2, 2008  crossref
  3. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price”, Math Meth Oper Res, 64, № 1, 2006, 145  crossref
  4. 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
  5. Tomasz Rogala, Lukasz Stettner, “Construction of Discrete Time Shadow Price”, Appl Math Optim, 72, № 3, 2015, 391  crossref
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  7. José Orihuela, José M. Zapata, “Duality and stable compactness in Orlicz-type modules”, Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A-Mat., 118, № 1, 2024, 18  crossref
  8. Andrew Lyasoff, “The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets”, SSRN Journal, 2011  crossref
  9. FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA, “Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model”, Mathematical Finance, 12, № 1, 2002, 45  crossref
  10. Александр Семенович Черный, Aleksander Semenovich Cherny, “Нахождение справедливых цен на основе когерентных мер риска”, ТВП, 52, № 3, 2007, 506  crossref
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