24 citations to 10.1007/s102030170003 (Crossref Cited-By Service)
  1. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
  2. Valeri I. Zakamouline, “European option pricing and hedging with both fixed and proportional transaction costs”, Journal of Economic Dynamics and Control, 30, № 1, 2006, 1  crossref
  3. Fabian Astic, Nizar Touzi, “No arbitrage conditions and liquidity”, Journal of Mathematical Economics, 43, № 6, 2007, 692  crossref
  4. Laurence Carassus, Miklós Rásonyi, “Convergence of Utility Indifference Prices to the Superreplication Price”, Math Meth Oper Res, 64, № 1, 2006, 145  crossref
  5. D.G. Hobson, “Bounds for the utility-indifference prices of non-traded assets in incomplete markets”, Decisions Econ Finan, 28, № 1, 2005, 33  crossref
  6. Valeri Zakamouline, “Efficient Analytic Approximation of the Optimal Hedging Strategy for a European Call Option with Transaction Costs”, SSRN Journal, 2006  crossref
  7. Jun Zhao, Emmanuel Lepinette, “Дополнение к теореме Григорьева для модели Кабанова”, Теория вероятностей и ее применения, 65, № 2, 2020, 409  crossref
  8. J. Zhao, E. Lépinette, “A Complement to the Grigoriev Theorem for the Kabanov Model”, Theory Probab. Appl., 65, № 2, 2020, 322  crossref
  9. Fabian Astic, Agnes Tourin, “Optimal Bank Management Under Capital and Liquidity Constraints”, SSRN Journal, 2013  crossref
  10. Chao Sun, Jing-Yang Yang, Sheng-Hong Li, “On barrier option pricing in binomial market with transaction costs”, Applied Mathematics and Computation, 189, № 2, 2007, 1505  crossref
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