24 citations to 10.1007/s102030170003 (Crossref Cited-By Service)
  1. Tze Leung Lai, Tiong Wee Lim, “Option hedging theory under transaction costs”, Journal of Economic Dynamics and Control, 33, № 12, 2009, 1945  crossref
  2. Mark Davis, Daisuke Yoshikawa, “A Note on Utility-Based Pricing in Models with Transaction Costs”, SSRN Journal, 2012  crossref
  3. Yuri M. Kabanov, Christophe Stricker, “On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper”, Mathematical Finance, 12, № 2, 2002, 125  crossref
  4. Fabian Astic, Agnès Tourin, “Optimal bank management under capital and liquidity constraints”, J. Finan. Eng., 01, № 03, 2014, 1450022  crossref
  5. Yuri Kabanov, Emmanuel Lépinette, “Essential supremum and essential maximum with respect to random preference relations”, Journal of Mathematical Economics, 49, № 6, 2013, 488  crossref
  6. Dayanand Trimukh Hattiambire, Prabhakar Harkal, “An Investigation into the Financial Performance of Micro, Small and Medium Enterprises (MSMEs) in Nanded, Maharashtra”, SSRN Journal, 2021  crossref
  7. Valeri Zakamouline, “European Option Pricing and Hedging with Both Fixed and Proportional Transaction Costs”, SSRN Journal, 2003  crossref
  8. Luciano Campi, Encyclopedia of Quantitative Finance, 2010  crossref
  9. Dylan Possamaï, Guillaume Royer, “General indifference pricing with small transaction costs”, ASY, 102, № 3-4, 2017, 177  crossref
  10. Mark H. A. Davis, Daisuke Yoshikawa, “A note on utility-based pricing in models with transaction costs”, Math Finan Econ, 9, № 3, 2015, 231  crossref
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