77 citations to 10.1111/1467-9965.t01-1-02002 (Crossref Cited-By Service)
  1. Peter Bank, Yan Dolinsky, Miklós Rásonyi, “What if We Knew What the Future Brings? Optimal Investment for a Frontrunner with Price Impact”, Appl Math Optim, 86, № 2, 2022, 25  crossref
  2. Klebert Kentia, Christoph Kühn, “Nash Equilibria for Game Contingent Claims with Utility-Based Hedging”, SIAM J. Control Optim., 56, № 6, 2018, 3948  crossref
  3. Fred Espen Benth, Kenneth Hvistendahl Karlsen ¶, “A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets”, Stochastics, 77, № 2, 2005, 109  crossref
  4. BARBARA TRIVELLATO, “THE MINIMAL κ-ENTROPY MARTINGALE MEASURE”, Int. J. Theor. Appl. Finan., 15, № 05, 2012, 1250038  crossref
  5. Омар Александрович Глонти, Omar Aleksandrovich Glonti, Peter Harremoes, Peter Harremoes, Заза Хечинашвили, Zaza Khechinashvili, Флеминг Топсо, Flemming Topsoe, “Nash equilibrium in a game of calibration”, ТВП, 51, № 3, 2006, 537  crossref
  6. Tahir Choulli, Jun Deng, Junfeng Ma, “How non-arbitrage, viability and numéraire portfolio are related”, Finance Stoch, 19, № 4, 2015, 719  crossref
  7. Marek Musiela, Thaleia Zariphopoulou, Advances in Mathematical Finance, 2007, 303  crossref
  8. Sara Biagini, Mihai Sîrbu, “A note on admissibility when the credit line is infinite”, Stochastics, 84, № 2-3, 2012, 157  crossref
  9. Martin Herdegen, Johannes Muhle-Karbe, “Stability of Radner Equilibria with Respect to Small Frictions”, SSRN Journal, 2017  crossref
  10. SASHA F. STOIKOV, THALEIA ZARIPHOPOULOU, “DYNAMIC ASSET ALLOCATION AND CONSUMPTION CHOICE IN INCOMPLETE MARKETS*”, Australian Economic Papers, 44, № 4, 2005, 414  crossref
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