66 citations to https://www.mathnet.ru/rus/tvp3770
  1. Rasonyi M., “Maximizing Expected Utility in the Arbitrage Pricing Model”, J. Math. Anal. Appl., 454:1 (2017), 127–143  crossref  isi
  2. Ben Hambly, Nikolaos Kolliopoulos, “Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models”, SIAM J. Finan. Math., 8:1 (2017), 962  crossref
  3. Alexandre F. Roch, “Asymptotic Asset Pricing and Bubbles”, SSRN Journal, 2017  crossref
  4. Wale Dare, “Testing Efficiency in Small and Large Financial Markets”, SSRN Journal, 2017  crossref
  5. Rasonyi M., “on Optimal Strategies For Utility Maximizers in the Arbitrage Pricing Model”, Int. J. Theor. Appl. Financ., 19:7 (2016), 1650047  crossref  mathscinet  zmath  isi  elib  scopus
  6. Kabanov Yu., Kardaras C., Song Sh., “No arbitrage of the first kind and local martingale num?raires”, Financ. Stoch., 20:4 (2016), 1097–1108  crossref  mathscinet  zmath  isi  elib  scopus
  7. Cordero F., Perez-Ostafe L., “Strong asymptotic arbitrage in the large fractional binary market”, Math. Financ. Econ., 10:2 (2016), 179–202  crossref  mathscinet  zmath  isi  scopus
  8. Klein I. Schmidt T. Teichmann J., “No Arbitrage Theory For Bond Markets”, Advanced Modelling in Mathematical Finance: in Honour of Ernst Eberlein, Springer Proceedings in Mathematics & Statistics, ed. Kallsen J. Papapantoleon A., Springer International Publishing Ag, 2016, 381–421  crossref  isi
  9. Cordero F., Perez-Ostafe L., “Critical Transaction Costs and 1-Step Asymptotic Arbitrage in Fractional Binary Markets”, Int. J. Theor. Appl. Financ., 18:5 (2015), 1550029  crossref  isi
  10. Fontana C., “Weak and Strong No-Arbitrage Conditions For Continuous Financial Markets”, Int. J. Theor. Appl. Financ., 18:1 (2015), 1550005  crossref  isi
Предыдущая
1
2
3
4
5
6
7
Следующая