46 citations to 10.1111/1467-9965.00004 (Crossref Cited-By Service)
  1. Emmanuel Lepinette, Tuan Tran, “General financial market model defined by a liquidation value process”, Stochastics, 88, № 3, 2016, 437  crossref
  2. Paolo Guasoni, “Optimal investment with transaction costs and without semimartingales”, Ann. Appl. Probab., 12, № 4, 2002  crossref
  3. H. Mete Soner, Nizar Touzi, “Homogenization and Asymptotics for Small Transaction Costs”, SIAM J. Control Optim., 51, № 4, 2013, 2893  crossref
  4. Christoph Czichowsky, Rémi Peyre, Walter Schachermayer, Junjian Yang, “Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs”, Finance Stoch, 22, № 1, 2018, 161  crossref
  5. Francesca Biagini, Lukas Gonon, Thomas Reitsam, “Neural network approximation for superhedging prices”, Mathematical Finance, 33, № 1, 2023, 146  crossref
  6. Mark Davis, Daisuke Yoshikawa, “A Note on Utility-Based Pricing in Models with Transaction Costs”, SSRN Journal, 2012  crossref
  7. Huy N. Chau, Masaaki Fukasawa, Miklós Rásonyi, “Super‐replication with transaction costs under model uncertainty for continuous processes”, Mathematical Finance, 32, № 4, 2022, 1066  crossref
  8. Griselda Deelstra, Huyên Pham, Nizar Touzi, “Dual Formulation of the Utility Maximization Problem Under Transaction Costs”, Ann. Appl. Probab., 11, № 4, 2001  crossref
  9. Akira Yamazaki, Daisuke Yoshikawa, “When Is the Transaction Cost Optimal?”, SSRN Journal, 2018  crossref
  10. Wolfgang J. Runggaldier, 134, Mathematical Systems Theory in Biology, Communications, Computation, and Finance, 2003, 317  crossref
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