46 citations to 10.1111/1467-9965.00004 (Crossref Cited-By Service)
  1. Paolo Guasoni, Emmanuel Lepinette-Denis, Miklos Rasonyi, “The Fundamental Theorem of Asset Pricing Under Transaction Costs”, SSRN Journal, 2011  crossref
  2. Qing Zhou, Weixing Wu, “Two-agent Pareto optimal cooperative investment in general semimartingale model”, Optimization, 60, № 4, 2011, 463  crossref
  3. B. Gashi, P. Date, Proceedings of the 44th IEEE Conference on Decision and Control, 2005, 4536  crossref
  4. D. De Vallière, E. Denis, Y. Kabanov, “Hedging of American options under transaction costs”, Finance Stoch, 13, № 1, 2009, 105  crossref
  5. I. Klein, L. C. G. Rogers, “DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS”, Mathematical Finance, 17, № 2, 2007, 225  crossref
  6. Erhan Bayraktar, Xiang Yu, “Optimal investment with random endowments and transaction costs: duality theory and shadow prices”, Math Finan Econ, 13, № 2, 2019, 253  crossref
Предыдущая
1
2
3
4
5