70 citations to 10.1007/978-3-540-44671-2_9 (Crossref Cited-By Service)
  1. Lars Niemann, Thorsten Schmidt, “A conditional Version of the second fundamental theorem of asset pricing in discrete time”, FMF, 2024  crossref
  2. Juri Hinz, Alex Novikov, “On fair pricing of emission-related derivatives”, Bernoulli, 16, № 4, 2010  crossref
  3. Matteo Burzoni, Frank Riedel, H. Mete Soner, “Viability and Arbitrage Under Knightian Uncertainty”, SSRN Journal, 2017  crossref
  4. Dorsaf Cherif, Emmanuel Lépinette, “No-arbitrage conditions and pricing from discrete-time to continuous-time strategies”, Ann Finance, 19, № 2, 2023, 141  crossref
  5. Anna Aksamit, Shuoqing Deng, Jan Obłój, Xiaolu Tan, “The robust pricing–hedging duality for American options in discrete time financial markets”, Mathematical Finance, 29, № 3, 2019, 861  crossref
  6. Bruno Bouchard, Huyên Pham, “Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns”, Ann. Appl. Probab., 15, № 4, 2005  crossref
  7. Constantinos Kardaras, Encyclopedia of Quantitative Finance, 2010  crossref
  8. Bruno Bouchard, Jean-François Chassagneux, Fundamentals and Advanced Techniques in Derivatives Hedging, 2016, 55  crossref
  9. Laurence Carassus, Miklós Rásonyi, Andrea M. Rodrigues, “Non-concave utility maximisation on the positive real axis in discrete time”, Math Finan Econ, 9, № 4, 2015, 325  crossref
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