66 citations to https://www.mathnet.ru/rus/tvp3770
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Rasonyi M., “Maximizing Expected Utility in the Arbitrage Pricing Model”, J. Math. Anal. Appl., 454:1 (2017), 127–143
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Ben Hambly, Nikolaos Kolliopoulos, “Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models”, SIAM J. Finan. Math., 8:1 (2017), 962
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Alexandre F. Roch, “Asymptotic Asset Pricing and Bubbles”, SSRN Journal, 2017
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Wale Dare, “Testing Efficiency in Small and Large Financial Markets”, SSRN Journal, 2017
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Rasonyi M., “on Optimal Strategies For Utility Maximizers in the Arbitrage Pricing Model”, Int. J. Theor. Appl. Financ., 19:7 (2016), 1650047
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Kabanov Yu., Kardaras C., Song Sh., “No arbitrage of the first kind and local martingale num?raires”, Financ. Stoch., 20:4 (2016), 1097–1108
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Cordero F., Perez-Ostafe L., “Strong asymptotic arbitrage in the large fractional binary market”, Math. Financ. Econ., 10:2 (2016), 179–202
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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
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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
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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