70 citations to 10.1007/978-3-540-44671-2_9 (Crossref Cited-By Service)
  1. Kristina Rognlien Dahl, “A convex duality approach for pricing contingent claims under partial information and short selling constraints”, Stochastic Analysis and Applications, 35, № 2, 2017, 317  crossref
  2. Walter Schachermayer, Encyclopedia of Quantitative Finance, 2010  crossref
  3. Bruno Bouchard, Jean-François Chassagneux, Fundamentals and Advanced Techniques in Derivatives Hedging, 2016, 127  crossref
  4. Emmanuel Lepinette, Jun Zhao, “Risk-hedging a European option with a convex risk measure and without no-arbitrage condition”, Stochastics, 95, № 1, 2023, 118  crossref
  5. Bruno Bouchard, Jean-François Chassagneux, Fundamentals and Advanced Techniques in Derivatives Hedging, 2016, 3  crossref
  6. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
  7. Tiexin Guo, Xiaohuan Mu, Qiang Tu, “The relations among the notions of various kinds of stability and their applications”, Banach J. Math. Anal., 18, № 3, 2024, 42  crossref
  8. Huy N. Chau, “On Robust Fundamental Theorems of Asset Pricing in Discrete Time”, SIAM J. Finan. Math., 15, № 3, 2024, 571  crossref
  9. Tiexin Guo, Yachao Wang, Hong-Kun Xu, George Xianzhi Yuan, Goong Chen, “A noncompact Schauder fixed point theorem in random normed modules and its applications”, Math. Ann., 2024  crossref
  10. Teemu Pennanen, Ari-Pekka Perkkiö, 107, Convex Stochastic Optimization, 2024, 245  crossref
Предыдущая
1
2
3
4
5
6
7