38 citations to https://www.mathnet.ru/rus/tvp3839
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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
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Lutz Kruschwitz, Andreas Löffler, Springer Texts in Business and Economics, Stochastic Discounted Cash Flow, 2020, 181
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Jia-An Yan, Universitext, Introduction to Stochastic Finance, 2018, 75
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Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016
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Matteo Burzoni, “Arbitrage and Hedging in Model-Independent Markets with Frictions”, SIAM J. Finan. Math., 7:1 (2016), 812
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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
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Klein I., Lepinette E., Perez-Ostafe L., “Asymptotic Arbitrage With Small Transaction Costs”, Financ. Stoch., 18:4 (2014), 917–939
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Andrew Lyasoff, “THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS‐TIME FINANCIAL MARKETS”, Mathematical Finance, 24:3 (2014), 485
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Marcus Becker, “Das Risikoneutrale Wahrscheinlichkeitsmaa mit und ohne Steuern (Risk Neutral Probability Measure With and Without Taxes)”, SSRN Journal, 2013
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Francesca Biagini, Progress in Probability, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 285