66 citations to https://www.mathnet.ru/rus/tvp3770
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Igor V. Evstigneev, Dhruv Kapoor, “Arbitrage in Stationary Markets”, SSRN Journal, 2007
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Michał Baran, “Asymptotic pricing in large financial markets”, Math Meth Oper Res, 66:1 (2007), 1
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Klein I., “Market free lunch and large financial markets”, Annals of Applied Probability, 16:4 (2006), 2055–2077
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M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Volatility-Induced Financial Growth”, SSRN Journal, 2006
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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
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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
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N.G. Dokuchaev, Andrey V. Savkin, “Universal strategies for diffusion markets and possibility of asymptotic arbitrage”, Insurance: Mathematics and Economics, 34:3 (2004), 409
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Klein I., “Free lunch for large financial markets with continuous price processes”, Annals of Applied Probability, 13:4 (2003), 1494–1503
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Darrell Duffie, Handbook of the Economics of Finance, 1, Financial Markets and Asset Pricing, 2003, 639
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Klein I., “A fundamental theorem of asset pricing for large financial, markets”, Mathematical Finance, 10:4 (2000), 443–458