80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space”, Decisions Econ Finan, 2024  crossref
  2. Fabian Astic, Nizar Touzi, “No arbitrage conditions and liquidity”, Journal of Mathematical Economics, 43, № 6, 2007, 692  crossref
  3. Erhan Bayraktar, Yuchong Zhang, “Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty”, Mathematics of OR, 41, № 3, 2016, 1039  crossref
  4. Igor V. Evstigneev, Klaus R. Schenk-Hoppé, Handbook on Optimal Growth 1, 2006, 337  crossref
  5. Julien Grépat, Yuri Kabanov, “Small transaction costs, absence of arbitrage and consistent price systems”, Finance Stoch, 16, № 3, 2012, 357  crossref
  6. M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Growing Wealth with Fixed-Mix Strategies”, SSRN Journal, 2009  crossref
  7. ALET ROUX, ZHIKANG XU, “OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 25, № 04n05, 2022, 2250017  crossref
  8. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Задача о мартингальном выборе в случае конечного дискретного времени”, ТВП, 50, № 3, 2005, 480  crossref
  9. 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
  10. Alet Roux, Tomasz Zastawniak, “American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions”, Acta Appl Math, 106, № 2, 2009, 199  crossref
Предыдущая
1
2
3
4
5
6
7
8
Следующая