38 citations to https://www.mathnet.ru/rus/tvp3839
  1. Lepinette E. Duc Thinh Vu, “Coherent Risk Measure on l-0: na Condition, Pricing and Dual Representation”, Int. J. Theor. Appl. Financ., 24:06N07 (2021), 2150037  crossref  isi
  2. Lutz Kruschwitz, Andreas Löffler, Springer Texts in Business and Economics, Stochastic Discounted Cash Flow, 2020, 181  crossref
  3. Jia-An Yan, Universitext, Introduction to Stochastic Finance, 2018, 75  crossref
  4. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  crossref
  5. Matteo Burzoni, “Arbitrage and Hedging in Model-Independent Markets with Frictions”, SIAM J. Finan. Math., 7:1 (2016), 812  crossref
  6. Tomasz R. Bielecki, Igor Cialenco, Rodrigo Rodriguez, “NO‐ARBITRAGE PRICING FOR DIVIDEND‐PAYING SECURITIES IN DISCRETE‐TIME MARKETS WITH TRANSACTION COSTS”, Mathematical Finance, 25:4 (2015), 673  crossref
  7. Klein I., Lepinette E., Perez-Ostafe L., “Asymptotic Arbitrage With Small Transaction Costs”, Financ. Stoch., 18:4 (2014), 917–939  crossref  isi
  8. Andrew Lyasoff, “THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS‐TIME FINANCIAL MARKETS”, Mathematical Finance, 24:3 (2014), 485  crossref
  9. Marcus Becker, “Das Risikoneutrale Wahrscheinlichkeitsmaa mit und ohne Steuern (Risk Neutral Probability Measure With and Without Taxes)”, SSRN Journal, 2013  crossref
  10. Francesca Biagini, Progress in Probability, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 285  crossref
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