159 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Erhan Bayraktar, Matteo Burzoni, “On the quasi-sure superhedging duality with frictions”, Finance Stoch, 24, № 1, 2020, 249  crossref
  2. O. L. V. Costa, E. V. Queiroz Filho, “Arbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short Positions”, Mathematical Problems in Engineering, 2012, 2012, 1  crossref
  3. Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi, “The fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 16, № 4, 2012, 741  crossref
  4. Emmanuel Lepinette, Tuan Quoc Tran, “General Financial Market Model Defined by a Liquidation Value Process”, SSRN Journal, 2014  crossref
  5. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SIAM J. Finan. Math., 7, № 1, 2016, 104  crossref
  6. Guangqin Li, 2008 Fifth International Conference on Fuzzy Systems and Knowledge Discovery, 2008, 98  crossref
  7. Koichi Matsumoto, “Mean-Variance Hedging with Uncertain Trade Execution”, Applied Mathematical Finance, 16, № 3, 2009, 219  crossref
  8. M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Volatility-Induced Financial Growth”, SSRN Journal, 2006  crossref
  9. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
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