66 citations to https://www.mathnet.ru/rus/tvp3770
  1. Elyes Jouini, “Arbitrage and Control Problems in Finance. Presentation.”, SSRN Journal, 2000  crossref
  2. P. Grandits, “On martingale measures for stochastic processes with independent increments”, Теория вероятн. и ее примен., 44:1 (1999), 87–100  mathnet  crossref  isi; P. Grandits, “On martingale measures for stochastic processes with independent increments”, Theory Probab. Appl., 44:1 (2000), 39–50  mathnet  crossref
  3. П. В. Гапеев, “К доказательству Первой Фундаментальной Теоремы финансовой математики”, УМН, 53:6(324) (1998), 245–246  mathnet  crossref  mathscinet  zmath  adsnasa; P. V. Gapeev, “Towards a proof of the first fundamental theorem of financial mathematics”, Russian Math. Surveys, 53:6 (1998), 1352–1353  crossref  isi
  4. Hubalek F., Schachermayer W., “When does convergence of asset price processes imply convergence of option prices?”, Mathematical Finance, 8:4 (1998), 385–403  crossref  mathscinet  zmath  isi
  5. Irene Klein, Walter Schachermayer, “A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance”, Ann. Probab., 24:2 (1996)  crossref
  6. А. Н. Ширяев, “О некоторых понятиях и стохастических моделях финансовой математики”, Теория вероятн. и ее примен., 39:1 (1994), 5–22  mathnet  isi; A. N. Shiryaev, “On some basic concepts and some basic stochastic models used in finance”, Theory Probab. Appl., 39:1 (1994), 1–13  mathnet  crossref
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