46 citations to 10.1111/1467-9965.00004 (Crossref Cited-By Service)
  1. Christian Y. Robert, Mathieu Rosenbaum, Econophysics of Order-driven Markets, 2011, 203  crossref
  2. Walter Schachermayer, “The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time”, Mathematical Finance, 14, № 1, 2004, 19  crossref
  3. Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer, “The fundamental theorem of asset pricing for continuous processes under small transaction costs”, Ann Finance, 6, № 2, 2010, 157  crossref
  4. Jean-Francois Chassagneux, Bruno Bouchard, “Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs”, Electron. J. Probab., 14, № none, 2009  crossref
  5. Emmanuel Lepinette, Tuan Tran, “Arbitrage Theory for Non Convex Financial Market Models”, SSRN Journal, 2015  crossref
  6. Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi, “The fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 16, № 4, 2012, 741  crossref
  7. Emmanuel Lepinette, Tuan Quoc Tran, “General Financial Market Model Defined by a Liquidation Value Process”, SSRN Journal, 2014  crossref
  8. Maxim Bichuch, “Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment”, Finance Stoch, 18, № 3, 2014, 651  crossref
  9. Christian Y. Robert, Mathieu Rosenbaum, “On the Microstructural Hedging Error”, SIAM J. Finan. Math., 1, № 1, 2010, 427  crossref
  10. Francesca Biagini, Thomas Reitsam, “A dynamic version of the super-replication theorem under proportional transaction costs”, Stochastic Analysis and Applications, 41, № 1, 2023, 80  crossref
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