19 citations to 10.1007/978-3-540-44671-2_8 (Crossref Cited-By Service)
  1. Dmitry B. Rokhlin, “Asymptotic arbitrage and numéraire portfolios in large financial markets”, Finance Stoch, 12, № 2, 2008, 173  crossref
  2. Paolo Guasoni, Miklós Rásonyi, “Fragility of arbitrage and bubbles in local martingale diffusion models”, Finance Stoch, 19, № 2, 2015, 215  crossref
  3. Miklós Rásonyi, Hasanjan Sayit, “Sticky processes, local and true martingales”, Bernoulli, 24, № 4A, 2018  crossref
  4. Sara Biagini, Marco Frittelli, “On the super replication price of unbounded claims”, Ann. Appl. Probab., 14, № 4, 2004  crossref
  5. Sergio Albeverio, Giulia Di Nunno, Yuri A. Rozanov, “Price Operators Analysis in L p -Spaces”, Acta Appl Math, 89, № 1-3, 2005, 85  crossref
  6. Paolo Guasoni, Miklos Rasonyi, “Fragility of Arbitrage and Bubbles in Diffusion Models”, SSRN Journal, 2011  crossref
  7. Tahir Choulli, Martin Schweizer, “Stability of Sigma-Martingale Densities in L Log L Under an Equivalent Change of Measure”, SSRN Journal, 2011  crossref
  8. Johannes Leitner, “Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures”, Statistics & Risk Modeling, 23, № 1, 2005, 49  crossref
  9. Michael Mania, Martin Schweizer, “Dynamic exponential utility indifference valuation”, Ann. Appl. Probab., 15, № 3, 2005  crossref
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