43 citations to 10.1007/s007800200089 (Crossref Cited-By Service)
  1. Saul Jacka, Abdelkarem Berkaoui, Jon Warren, “No arbitrage and closure results for trading cones with transaction costs”, Finance Stoch, 12, № 4, 2008, 583  crossref
  2. Bruno Bouchard, Emmanuel Teman, “On the Hedging of American Options in Discrete Time with Proportional Transaction Costs”, Electron. J. Probab., 10, № none, 2005  crossref
  3. Stephen Boyd, Brendan O’Donoghue, Mark T. Mueller, Yang Wang, “Performance Bounds and Suboptimal Policies for Multi-Period Investment”, Foundations and Trends in Optimization, 1, № 1, 2014, 1  crossref
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