19 citations to 10.1007/s00780-010-0144-6 (Crossref Cited-By Service)
  1. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  crossref
  2. Martin Brown, Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs”, Ann Finance, 16, № 3, 2020, 423  crossref
  3. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SIAM J. Finan. Math., 7, № 1, 2016, 104  crossref
  4. Emmanuel Lepinette-Denis, Lavinia Ostafe, “Asymptotic Arbitrage in Large Financial Markets with Friction”, SSRN Journal, 2012  crossref
  5. ERINDI ALLAJ, “IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING”, Int. J. Theor. Appl. Finan., 20, № 04, 2017, 1750024  crossref
  6. Erindi Allaj, “Arbitrage Pricing Theory Under Transaction Costs and Application to the Tobin Tax”, SSRN Journal, 2013  crossref
  7. Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe, “Asymptotic arbitrage with small transaction costs”, Finance Stoch, 18, № 4, 2014, 917  crossref
  8. Tomasz Zastawniak, “Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space”, Decisions Econ Finan, 2024  crossref
  9. Emmanuel Lépinette, Duc Thinh Vu, “Numerical schemes for the super-hedging prices in general models with transaction costs”, FMF, 7, 2025, 1  crossref
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