82 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. Takaki Hayashi, Yuta Koike, “No arbitrage and lead–lag relationships”, Statistics & Probability Letters, 154, 2019, 108530  crossref
  2. Christoph Kühn, Alexander Molitor, “Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 23, № 4, 2019, 1049  crossref
  3. Alet Roux, Tomasz Zastawniak, “Game options with gradual exercise and cancellation under proportional transaction costs”, Stochastics, 90, № 8, 2018, 1190  crossref
  4. Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi, “The fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 16, № 4, 2012, 741  crossref
  5. Eric Beutner, “Pure self-financing trading strategies under transaction costs”, Statistics & Decisions, 24, № 4/2006, 2006  crossref
  6. Bruno Bouchard, Marcel Nutz, “Consistent price systems under model uncertainty”, Finance Stoch, 20, № 1, 2016, 83  crossref
  7. Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Abootaleb Shirvani, Frank J. Fabozzi, “Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis”, Journal of Economic Dynamics and Control, 137, 2022, 104345  crossref
  8. Krzysztof Tokarz, Tomasz Zastawniak, “American contingent claims under small proportional transaction costs”, Journal of Mathematical Economics, 43, № 1, 2006, 65  crossref
  9. Alet Roux, Tomasz Zastawniak, “American and Bermudan Options in Currency Markets with Proportional Transaction Costs”, Acta Appl Math, 141, № 1, 2016, 187  crossref
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