80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. FERNANDO CORDERO, IRENE KLEIN, LAVINIA PEREZ-OSTAFE, “BINARY MARKETS UNDER TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, № 05, 2014, 1450030  crossref
  2. Matteo Burzoni, “Arbitrage and Hedging in Model-Independent Markets with Frictions”, SIAM J. Finan. Math., 7, № 1, 2016, 812  crossref
  3. Jocelyne Bion-Nadal, “Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk”, Journal of Mathematical Economics, 45, № 11, 2009, 738  crossref
  4. Erhan Bayraktar, Yuchong Zhang, “Fundamental Theorem of Asset Pricing Under Transaction Costs and Model Uncertainty”, SSRN Journal, 2013  crossref
  5. Christoph Czichowsky, Johannes Muhle-Karbe, Walter Schachermayer, “Transaction Costs, Shadow Prices, and Duality in Discrete Time”, SIAM J. Finan. Math., 5, № 1, 2014, 258  crossref
  6. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi, “Option Pricing Using a Skew Random Walk Binary Tree”, JRFM, 17, № 4, 2024, 138  crossref
  7. Gianluca Cassese, “Asset pricing in an imperfect world”, Econ Theory, 64, № 3, 2017, 539  crossref
  8. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
  9. Дмитрий Борисович Рохлин, Dmitry Borisovich Rokhlin, “Конструктивный критерий отсутствия арбитража при наличии операционных издержек в случае конечного дискретного времени”, ТВП, 52, № 1, 2007, 41  crossref
  10. Stefan Gerhold, Ismail Cetin Gülüm, “Consistency of option prices under bid–ask spreads”, Mathematical Finance, 30, № 2, 2020, 377  crossref
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