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