20 citations to 10.1007/s00780-008-0076-6 (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. IMEN BEN TAHAR, EMMANUEL LÉPINETTE, “VECTOR-VALUED COHERENT RISK MEASURE PROCESSES”, Int. J. Theor. Appl. Finan., 17, № 02, 2014, 1450011  crossref
  3. Bruno Bouchard, Elyes Jouini, Encyclopedia of Quantitative Finance, 2010  crossref
  4. Alet Roux, Tomasz Zastawniak, “American and Bermudan Options in Currency Markets with Proportional Transaction Costs”, Acta Appl Math, 141, № 1, 2016, 187  crossref
  5. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2015  crossref
  6. Tiziano De Angelis, Giorgio Ferrari, “A stochastic partially reversible investment problem on a finite time-horizon: Free-boundary analysis”, Stochastic Processes and their Applications, 124, № 12, 2014, 4080  crossref
  7. ALET ROUX, TOMASZ ZASTAWNIAK, “AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS”, Int. J. Theor. Appl. Finan., 17, № 08, 2014, 1450052  crossref
  8. Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211  crossref
  9. Emmanuel Lepinette-Denis, Imen Ben Tahar, “Vector-Valued Risk Measure Processes”, SSRN Journal, 2013  crossref
  10. Emmanuel Lepinette-Denis, Bruno Bouchard, Erik Taflin, “Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2013  crossref
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