161 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Jan Kallsen, Johannes Muhle-Karbe, “Existence of shadow prices in finite probability spaces”, Math Meth Oper Res, 73, № 2, 2011, 251  crossref
  2. Andreas Löhne, Birgit Rudloff, Firdevs Ulus, “Primal and dual approximation algorithms for convex vector optimization problems”, J Glob Optim, 60, № 4, 2014, 713  crossref
  3. Cosimo Munari, “Multi-utility representations of incomplete preferences induced by set-valued risk measures”, Finance Stoch, 25, № 1, 2021, 77  crossref
  4. Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35, № 2, 2001, 185  crossref
  5. Daniel Gourion, Alberto Seeger, “Critical angles in random polyhedral cones”, Journal of Mathematical Analysis and Applications, 374, № 1, 2011, 8  crossref
  6. P. F. Koehl, H. Pham, N. Touzi, “On Super-Replication in Discrete Time under Transaction Costs”, Theory Probab. Appl., 45, № 4, 2001, 667  crossref
  7. Jodi Dianetti, Giorgio Ferrari, “Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria”, SIAM J. Control Optim., 58, № 3, 2020, 1257  crossref
  8. Ilya Molchanov, Ignacio Cascos, “MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS”, Mathematical Finance, 26, № 4, 2016, 867  crossref
  9. Frank Riedel, Xia Su, “On Irreversible Investment”, SSRN Journal, 2006  crossref
  10. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  crossref
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