159 citations to 10.1007/s007800050061 (Crossref Cited-By Service)
  1. Bruno Bouchard, Ludovic Moreau, Halil Mete Soner, “Hedging Under an Expected Loss Constraint with Small Transaction Costs”, SSRN Journal, 2014  crossref
  2. Zachary Feinstein, Birgit Rudloff, “A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle”, J Glob Optim, 68, № 1, 2017, 47  crossref
  3. M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Growing Wealth with Fixed-Mix Strategies”, SSRN Journal, 2009  crossref
  4. Teemu Pennanen, “Introduction to convex optimization in financial markets”, Math. Program., 134, № 1, 2012, 157  crossref
  5. Fabian Astic, Nizar Touzi, “No arbitrage conditions and liquidity”, Journal of Mathematical Economics, 43, № 6, 2007, 692  crossref
  6. Pavel G. Grigoriev, “On low dimensional case in the fundamental asset pricing theorem with transaction costs”, Statistics & Risk Modeling, 23, № 1, 2005, 33  crossref
  7. Julien Grépat, Yuri Kabanov, “Small transaction costs, absence of arbitrage and consistent price systems”, Finance Stoch, 16, № 3, 2012, 357  crossref
  8. B. Bouchard, L. Mazliak, “A multidimensional bipolar theorem in L0(Rd;Ω,F,P)”, Stochastic Processes and their Applications, 107, № 2, 2003, 213  crossref
  9. Igor V. Evstigneev, Klaus R. Schenk-Hoppé, Handbook on Optimal Growth 1, 2006, 337  crossref
  10. Teemu Pennanen, “SUPERHEDGING IN ILLIQUID MARKETS”, Mathematical Finance, 21, № 3, 2011, 519  crossref
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