29 citations to https://www.mathnet.ru/rus/tm323
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Choulli T., Schweizer M., “Locally Phi-Integrable SIGMA-Martingale Densitiesfor General Semimartingales”, Stochastics, 88:2 (2016), 191–266
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Weston K., “Stability of utility maximization in nonequivalent markets”, Financ. Stoch., 20:2 (2016), 511–541
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Jeanblanc M., Song Sh., “Martingale Representation Property in Progressively Enlarged Filtrations”, Stoch. Process. Their Appl., 125:11 (2015), 4242–4271
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Choi J.H., Larsen K., “Taylor Approximation of Incomplete Radner Equilibrium Models”, Financ. Stoch., 19:3 (2015), 653–679
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Fontana C., “Weak and Strong No-Arbitrage Conditions For Continuous Financial Markets”, Int. J. Theor. Appl. Financ., 18:1 (2015), 1550005
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Takaoka K., Schweizer M., “A Note on the Condition of No Unbounded Profit with Bounded Risk”, Financ. Stoch., 18:2 (2014), 393–405
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Li L., Rutkowski M., “Admissibility of Generic Market Models of Forward Swap Rates”, Math. Financ., 24:4 (2014), 728–761
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Wang M., Wu J.-L., “a Comparison of Two No-Arbitrage Conditions”, Front. Math. China, 9:4 (2014), 929–946
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С. А. Хихол, “Усреднение локальных характеристик сближает семимартингал с независимыми приращениями с процессами Леви”, Теория вероятн. и ее примен., 58:3 (2013), 486–505
; S. A. Khihol, “Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes”, Theory Probab. Appl., 58:3 (2014), 413–429
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Larsen K., Zitkovic G., “On Utility Maximization Under Convex Portfolio Constraints”, Ann. Appl. Probab., 23:2 (2013), 665–692