30 citations to https://www.mathnet.ru/rus/tm323
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Larsen K., Zitkovic G., “On Utility Maximization Under Convex Portfolio Constraints”, Ann. Appl. Probab., 23:2 (2013), 665–692
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Crepey S., “About the Pricing Equations in Finance”, Paris-Princeton Lectures on Mathematical Finance 2010, Lecture Notes in Mathematics, 2003, 2011, 63–203
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Bielecki T.R., Crépey S., Jeanblanc M., Rutkowski M., “Arbitrage pricing of defaultable game options with applications to convertible bonds”, Quant. Finance, 8:8 (2008), 795–810
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Bielecki T.R., Crépey S., Jeanblanc M., Rutkowski M., “Defaultable options in a Markovian intensity model of credit risk”, Math. Finance, 18:4 (2008), 493–518
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Cherny A., “General Arbitrage Pricing Model: I - Probability Approach”, Seminaire de Probabilites XL, Lecture Notes in Mathematics, 1899, 2007, 415–445
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Karatzas I., Kardaras C., “The Numeraire Portfolio in Semimartingale Financial Models”, Financ. Stoch., 11:4 (2007), 447–493
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Cherny A., Shiryaev A., “On stochastic integrals up to infinity and predictable criteria for integrability”, Séminaire de Probabilités XXXVIII, Lecture Notes in Math., 1857, Springer, Berlin, 2005, 165–185
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А. В. Селиванов, “О мартингальных мерах в экспоненциальных моделях Леви”, Теория вероятн. и ее примен., 49:2 (2004), 317–334 ; A. V. Selivanov, “On the Martingale Measures in Exponential Lévy Models”, Theory Probab. Appl., 49:2 (2005), 261–274
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Platen E., “A benchmark framework for risk management”, Stochastic Processes and Applications to Mathematical Finance, 2004, 305–335
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J. Kallsen, “$\sigma$-localization and $\sigma$-martingales”, Теория вероятн. и ее примен., 48:1 (2003), 177–188 ; Theory Probab. Appl., 48:1 (2004), 152–163