66 citations to https://www.mathnet.ru/rus/tvp3770
  1. Igor V. Evstigneev, Dhruv Kapoor, “Arbitrage in Stationary Markets”, SSRN Journal, 2007  crossref
  2. Michał Baran, “Asymptotic pricing in large financial markets”, Math Meth Oper Res, 66:1 (2007), 1  crossref
  3. Klein I., “Market free lunch and large financial markets”, Annals of Applied Probability, 16:4 (2006), 2055–2077  crossref  mathscinet  zmath  isi
  4. M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Volatility-Induced Financial Growth”, SSRN Journal, 2006  crossref
  5. De Donno M., Guasoni P., Pratellic M.P., Pratelli M., “Super–replication and utility maximization in large financial markets”, Stochastic Processes and Their Applications, 115:12 (2005), 2006–2022  crossref  mathscinet  zmath  isi
  6. Jouini E., Napp C., Schachermayer W., “Arbitrage and state price deflators in a general intertemporal framework”, Journal of Mathematical Economics, 41:6 (2005), 722–734  crossref  mathscinet  zmath  isi
  7. N.G. Dokuchaev, Andrey V. Savkin, “Universal strategies for diffusion markets and possibility of asymptotic arbitrage”, Insurance: Mathematics and Economics, 34:3 (2004), 409  crossref
  8. Klein I., “Free lunch for large financial markets with continuous price processes”, Annals of Applied Probability, 13:4 (2003), 1494–1503  crossref  mathscinet  zmath  isi
  9. Darrell Duffie, Handbook of the Economics of Finance, 1, Financial Markets and Asset Pricing, 2003, 639  crossref
  10. Klein I., “A fundamental theorem of asset pricing for large financial, markets”, Mathematical Finance, 10:4 (2000), 443–458  crossref  mathscinet  zmath  isi
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