16 citations to 10.1007/s00780-010-0130-z (Crossref Cited-By Service)
  1. Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic arbitrage in large financial markets with friction”, Math Finan Econ, 6, № 4, 2012, 313  crossref
  2. Foad Shokrollahi, Tommi Sottinen, “Hedging in fractional Black–Scholes model with transaction costs”, Statistics & Probability Letters, 130, 2017, 85  crossref
  3. Emmanuel Lepinette, “MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE”, Mathematical Finance, 22, № 4, 2012, 741  crossref
  4. Jiatu Cai, Masaaki Fukasawa, “Asymptotic replication with modified volatility under small transaction costs”, Finance Stoch, 20, № 2, 2016, 381  crossref
  5. Stefan Geiss, Anni Toivola, “Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces”, Bernoulli, 15, № 4, 2009  crossref
  6. Xiao-Tian Wang, Zhe Li, Le Zhuang, “Risk preference, option pricing and portfolio hedging with proportional transaction costs”, Chaos, Solitons & Fractals, 95, 2017, 111  crossref
  7. Masaaki Fukasawa, “Efficient discretization of stochastic integrals”, Finance Stoch, 18, № 1, 2014, 175  crossref
  8. Haykel Hamdi, Jihed Majdoub, “Risk-sharing finance governance: Islamic vs conventional indexes option pricing”, MF, 44, № 5, 2018, 540  crossref
  9. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93, № 2, 2021, 279  crossref
  10. Romuald Elie, Emmanuel Lépinette, “Approximate hedging for nonlinear transaction costs on the volume of traded assets”, Finance Stoch, 19, № 3, 2015, 541  crossref
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