66 citations to https://www.mathnet.ru/rus/tvp3770
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Constantinos Kardaras, “Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance”, Ann. Appl. Probab., 34:3 (2024)
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Katharina Oberpriller, Moritz Ritter, Thorsten Schmidt, “Robust asymptotic insurance-finance arbitrage”, Eur. Actuar. J., 2024
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Erhan Bayraktar, Donghan Kim, Abhishek Tilva, “Arbitrage theory in a market of stochastic dimension”, Mathematical Finance, 2023
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Philippe Artzner, Karl‐Theodor Eisele, Thorsten Schmidt, “Insurance–finance arbitrage”, Mathematical Finance, 2023
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Dániel Ágoston Bálint, Martin Schweizer, “Making no-arbitrage discounting-invariant: A new FTAP version beyond NFLVR and NUPBR”, FMF, 1:2 (2022), 249
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Kreps D.M., Schachermayer W., “Asymptotic Synthesis of Contingent Claims With Controlled Risk in a Sequence of Discrete-Time Markets”, Theor. Econ., 16:1 (2021), 25–47
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Д. А. Балинт, М. Швайцер, “Большие финансовые рынки, дисконтирование и отсутствие асимптотического арбитража”, Теория вероятн. и ее примен., 65:2 (2020), 237–280 ; D. A. Balint, M. Schweizer, “Large financial markets, discounting, and no asymptotic arbitrage”, Theory Probab. Appl., 65:2 (2020), 191–223
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К. Кукиеро, И. Кляйн, Й. Тайхманн, “Фундаментальная теорема формирования цен финансовых активов в непрерывном времени для больших финансовых рынков с двумя фильтрациями”, Теория вероятн. и ее примен., 65:3 (2020), 498–520 ; Ch. Cuchiero, I. Klein, J. Teichmann, “A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting”, Theory Probab. Appl., 65:3 (2020), 388–404
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Carassus L. Rasonyi M., “Risk-Neutral Pricing For Arbitrage Pricing Theory”, J. Optim. Theory Appl., 186:1 (2020), 248–263
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Kreps D.M., Schachermayer W., “Convergence of Optimal Expected Utility For a Sequence of Discrete-Time Markets”, Math. Financ., 30:4 (2020), 1205–1228