24 citations to 10.1007/978-3-662-04790-3_7 (Crossref Cited-By Service)
  1. Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211  crossref
  2. Maxim Bichuch, “Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment”, Finance Stoch, 18, № 3, 2014, 651  crossref
  3. Peter Bank, Yan Dolinsky, “Continuous-time duality for superreplication with transient price impact”, Ann. Appl. Probab., 29, № 6, 2019  crossref
  4. Walter Schachermayer, “The super-replication theorem under proportional transaction costs revisited”, Math Finan Econ, 8, № 4, 2014, 383  crossref
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