161 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Alet Roux, Tomasz Zastawniak, “Game options with gradual exercise and cancellation under proportional transaction costs”, Stochastics, 90, № 8, 2018, 1190  crossref
  2. Dilip B. Madan, Martijn Pistorius, Wim Schoutens, “Dynamic Conic Hedging for Competitiveness”, SSRN Journal, 2015  crossref
  3. ÇAĞIN ARARAT, ANDREAS H. HAMEL, BIRGIT RUDLOFF, “SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES”, Int. J. Theor. Appl. Finan., 20, № 05, 2017, 1750026  crossref
  4. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale dynamics and capital growth in financial markets with frictions”, Math Finan Econ, 14, № 2, 2020, 283  crossref
  5. Koichi Matsumoto, 12, Advances in Mathematical Economics, 2009, 129  crossref
  6. Elyes Jouini, Luciano Campi, Vincent Porte, “Efficient Trading Strategies in Financial Markets with Proportional Transaction Costs”, SSRN Journal, 2011  crossref
  7. Lingqi Gu, Yiqing Lin, Junjian Yang, “On the existence of shadow prices for optimal investment with random endowment”, Stochastics, 89, № 6-7, 2017, 1082  crossref
  8. Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “Consistent price systems and face-lifting pricing under transaction costs”, Ann. Appl. Probab., 18, № 2, 2008  crossref
  9. Elyès Jouini, “Arbitrage and control problems in finance”, Journal of Mathematical Economics, 35, № 2, 2001, 167  crossref
  10. Zachary Feinstein, Birgit Rudloff, “Time consistency of dynamic risk measures in markets with transaction costs”, Quantitative Finance, 13, № 9, 2013, 1473  crossref
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