70 citations to 10.1007/978-3-540-44671-2_9 (Crossref Cited-By Service)
  1. Teemu Pennanen, “SUPERHEDGING IN ILLIQUID MARKETS”, Mathematical Finance, 21, № 3, 2011, 519  crossref
  2. TOMASZ R. BIELECKI, IGOR CIALENCO, ISMAIL IYIGUNLER, RODRIGO RODRIGUEZ, “DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES”, Int. J. Theor. Appl. Finan., 16, № 01, 2013, 1350002  crossref
  3. Miklós Rásonyi, Lukasz Stettner, “On utility maximization in discrete-time financial market models”, Ann. Appl. Probab., 15, № 2, 2005  crossref
  4. Michael R. Tehranchi, “Characterizing Attainable Claims: A New Proof”, Journal of Applied Probability, 47, № 4, 2010, 1013  crossref
  5. Bruno Bouchard, “No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure”, Finance Stochast., 10, № 2, 2006, 276  crossref
  6. Bruno Bouchard, Jean-François Chassagneux, Fundamentals and Advanced Techniques in Derivatives Hedging, 2016, 107  crossref
  7. Igor V. Evstigneev, Klaus Schürger, Michael I. Taksar, “On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria”, Mathematical Finance, 14, № 2, 2004, 201  crossref
  8. Eckhard Platen, Stefan Tappe, “No-arbitrage concepts in topological vector lattices”, Positivity, 25, № 5, 2021, 1853  crossref
  9. Paolo Guasoni, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 457  crossref
  10. Przemysław Rola, “Arbitrage in markets with bid-ask spreads”, Ann Finance, 11, № 3-4, 2015, 453  crossref
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