24 citations to 10.1007/s102030170003 (Crossref Cited-By Service)
  1. Akira Yamazaki, Daisuke Yoshikawa, “When Is the Transaction Cost Optimal?”, SSRN Journal, 2018  crossref
  2. Haipeng Xing, Yang Yu, TiongWee Lim, “European Option Pricing under Jump Diffusion with Proportional Transaction Costs”, SSRN Journal, 2012  crossref
  3. Bruno Bouchard, Elyes Jouini, Encyclopedia of Quantitative Finance, 2010  crossref
  4. Maria Arduca, Cosimo Munari, “Risk Measures beyond Frictionless Markets”, SIAM J. Finan. Math., 15, № 2, 2024, 537  crossref
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