46 citations to 10.1111/1467-9965.00004 (Crossref Cited-By Service)
  1. Mark H. A. Davis, Daisuke Yoshikawa, “A note on utility-based pricing in models with transaction costs”, Math Finan Econ, 9, № 3, 2015, 231  crossref
  2. Bruno Bouchard, Ludovic Moreau, H. Mete Soner, “Hedging Under an Expected Loss Constraint with Small Transaction Costs”, SIAM J. Finan. Math., 7, № 1, 2016, 508  crossref
  3. Kenji Kamizono, “Partial Hedging under Transaction Costs”, SIAM J. Control Optim., 42, № 5, 2003, 1545  crossref
  4. Luciano Campi, Walter Schachermayer, “A super-replication theorem in Kabanov’s model of transaction costs”, Finance Stoch, 10, № 4, 2006, 579  crossref
  5. Saul Jacka, Abdelkarem Berkaoui, “On the density of properly maximal claims in financial markets with transaction costs”, Ann. Appl. Probab., 17, № 2, 2007  crossref
  6. Francesca Biagini, Thomas Reitsam, “Asset price bubbles in markets with transaction costs”, FMF, 1, № 3, 2022, 397  crossref
  7. Emmanuel Lepinette, Tuan Tran, “Arbitrage theory for non convex financial market models”, Stochastic Processes and their Applications, 127, № 10, 2017, 3331  crossref
  8. Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35, № 2, 2001, 185  crossref
  9. Luciano Campi, Encyclopedia of Quantitative Finance, 2010  crossref
  10. Dylan Possamaï, Guillaume Royer, “General indifference pricing with small transaction costs”, ASY, 102, № 3-4, 2017, 177  crossref
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