46 citations to 10.1111/1467-9965.00004 (Crossref Cited-By Service)
  1. Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe, “Asymptotic arbitrage with small transaction costs”, Finance Stoch, 18, № 4, 2014, 917  crossref
  2. Luciano Campi, Mark P. Owen, “Multivariate utility maximization with proportional transaction costs”, Finance Stoch, 15, № 3, 2011, 461  crossref
  3. FREDDY DELBAEN, YURI M. KABANOV, ESKO VALKEILA, “Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model”, Mathematical Finance, 12, № 1, 2002, 45  crossref
  4. Yuri M. Kabanov, Christophe Stricker, Advances in Finance and Stochastics, 2002, 125  crossref
  5. Erhan Bayraktar, Xiang Yu, “Optimal Investment with Random Endowments and Transaction Costs: Duality Theory and Shadow Prices”, SSRN Journal, 2016  crossref
  6. Halil Mete Soner, Nizar Touzi, “Homogenization and Asymptotics for Small Transaction Costs”, SSRN Journal, 2012  crossref
  7. I. Klein, Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic Arbitrage with Small Transaction Costs”, SSRN Journal, 2013  crossref
  8. Xiang Yu, “Optimal consumption under habit formation in markets with transaction costs and random endowments”, Ann. Appl. Probab., 27, № 2, 2017  crossref
  9. Bruno Bouchard, Ludovic Moreau, Halil Mete Soner, “Hedging Under an Expected Loss Constraint with Small Transaction Costs”, SSRN Journal, 2014  crossref
  10. Emmanuel Denis, Yuri Kabanov, “Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs”, Finance Stoch, 16, № 1, 2012, 135  crossref
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