70 citations to 10.1007/978-3-540-44671-2_9 (Crossref Cited-By Service)
  1. Eckhard Platen, Stefan Tappe, “No arbitrage and multiplicative special semimartingales”, Adv. Appl. Probab., 55, № 3, 2023, 1033  crossref
  2. Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe, “Asymptotic arbitrage with small transaction costs”, Finance Stoch, 18, № 4, 2014, 917  crossref
  3. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Расширенная версия теоремы Даланга - Мортона - Виллинджера при выпуклых ограничениях на портфель”, ТВП, 49, № 3, 2004, 503  crossref
  4. I. Klein, Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic Arbitrage with Small Transaction Costs”, SSRN Journal, 2013  crossref
  5. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price: the Whole Real Line Case”, Acta Appl Math, 96, № 1-3, 2007, 119  crossref
  6. Łukasz Stettner, 312, System Modeling and Optimization, 2009, 129  crossref
  7. Bruno Bouchard, Erik Taflin, “No-arbitrage of second kind in countable markets with proportional transaction costs”, Ann. Appl. Probab., 23, № 2, 2013  crossref
  8. Yuri Kabanov, “In discrete time a local martingale is a martingale under an equivalent probability measure”, Finance Stoch, 12, № 3, 2008, 293  crossref
  9. Teemu Pennanen, “Arbitrage and deflators in illiquid markets”, Finance Stoch, 15, № 1, 2011, 57  crossref
  10. Jia-An Yan, Introduction to Stochastic Finance, 2018, 75  crossref
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