80 citations to 10.1016/S0304-4068(00)00064-1 (Crossref Cited-By Service)
  1. Александр Семенович Черный, Aleksander Semenovich Cherny, “Нахождение справедливых цен на основе когерентных мер риска”, ТВП, 52, № 3, 2007, 506  crossref
  2. Ju Hong Kim, “Risk measure pricing and hedging in the presence of transaction costs”, J. Appl. Math. Comput., 23, № 1-2, 2007, 293  crossref
  3. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  crossref
  4. Martin Brown, Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs”, Ann Finance, 16, № 3, 2020, 423  crossref
  5. Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “The von Neumann-Gale Growth Model and its Stochastic Generalization”, SSRN Journal, 2006  crossref
  6. Paolo Guasoni, “Optimal investment with transaction costs and without semimartingales”, Ann. Appl. Probab., 12, № 4, 2002  crossref
  7. D. B. Rokhlin, “A Martingale Selection Problem in the Finite Discrete‐Time Case”, Theory Probab. Appl., 50, № 3, 2006, 420  crossref
  8. Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211  crossref
  9. Alet Roux, “The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads”, Journal of Mathematical Economics, 47, № 2, 2011, 159  crossref
  10. Bruno Bouchard, “No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure”, Finance Stochast., 10, № 2, 2006, 276  crossref
Предыдущая
1
2
3
4
5
6
7
8
Следующая