66 citations to https://www.mathnet.ru/rus/tvp3770
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Chau H.N. Tankov P., “Market Models With Optimal Arbitrage”, SIAM J. Financ. Math., 6:1 (2015), 66–85
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М. Разоньи, Х. Г. Родригес-Вильяреаль, “Оптимальное инвестирование при поведенческом критерии в диффузионной модели неполного рынка”, Теория вероятн. и ее примен., 60:4 (2015), 720–739 ; M. Rásonyi, J. G. Rodriguea-Villareal, “Optimal investment under behavioral criteria in incomplete diffusion market models”, Theory Probab. Appl., 60:4 (2016), 631–646
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BEN HAMBLY, JUOZAS VAICENAVICIUS, “THE 3/2 MODEL AS A STOCHASTIC VOLATILITY APPROXIMATION FOR A LARGE-BASKET PRICE-WEIGHTED INDEX”, Int. J. Theor. Appl. Finan., 18:06 (2015), 1550041
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Paolo Guasoni, Miklós Rásonyi, “Hedging, arbitrage and optimality with superlinear frictions”, Ann. Appl. Probab., 25:4 (2015)
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К. Кухиеро, И. Кляйн, Й. Тайхманн, “Новый взгляд на фундаментальную теорему теории арбитража для больших финансовых рынков”, Теория вероятн. и ее примен., 60:4 (2015), 660–685 ; Ch. Cuchiero, I. Klein, J. Teichmann, “FTAP for large financial markets. A new perspective on the fundamental theorem of asset pricing for large financial
markets”, Theory Probab. Appl., 60:4 (2016), 561–579
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Klein I. Lepinette E. Perez-Ostafe L., “Asymptotic Arbitrage With Small Transaction Costs”, Financ. Stoch., 18:4 (2014), 917–939
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Strong W., “Fundamental Theorems of Asset Pricing For Piecewise Semimartingales of Stochastic Dimension”, Financ. Stoch., 18:3 (2014), 487–514
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Raphaël Douady, Inspired by Finance, 2014, 221
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Paolo Guasoni, Miklos Rasonyi, “Hedging, Arbitrage, and Optimality with Superlinear Frictions”, SSRN Journal, 2013
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Arnold Janssen, Martin Tietje, “Applications of the Likelihood Theory in Finance: Modelling and Pricing”, Int Statistical Rev, 81:1 (2013), 107