120 citations to 10.1007/s007800050040 (Crossref Cited-By Service)
  1. Philip Protter, 2081, Paris-Princeton Lectures on Mathematical Finance 2013, 2013, 1  crossref
  2. Marcel Nutz, “Superreplication under model uncertainty in discrete time”, Finance Stoch, 18, № 4, 2014, 791  crossref
  3. Huy N. Chau, “On Robust Fundamental Theorems of Asset Pricing in Discrete Time”, SIAM J. Finan. Math., 15, № 3, 2024, 571  crossref
  4. Peter Christoffersen, Redouane Elkamhi, Bruno Feunou, Kris Jacobs, “Option Valuation with Conditional Heteroskedasticity and Non-Normality”, SSRN Journal, 2009  crossref
  5. Rudiger Kiesel, “Nonparametric Statistical Methods and the Pricing of Derivative Securities”, J. of Appl. Math & Decision Sc., 6, № 1, 2002, 1  crossref
  6. Teemu Pennanen, Ari-Pekka Perkkiö, 107, Convex Stochastic Optimization, 2024, 61  crossref
  7. Laurence Carassus, Johannes Wiesel, “Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity”, Finance Stoch, 2025  crossref
  8. Gopal K. Basak, Mrinal K. Ghosh, Diganta Mukherjee, “Growth and inflation targeting by the government and the central bank: Alignment or conflict?”, Int J of Economic Theory, 2025, ijet.70000  crossref
  9. Alexandre Boistard, Laurence Carassus, Safae Issaoui, “Robust no-arbitrage under projective determinacy”, Math Finan Econ, 2025  crossref
  10. Francesca Biagini, Alessandro Doldi, Jean-Pierre Fouque, Marco Frittelli, Thilo Meyer-Brandis, “Collective arbitrage and the value of cooperation”, Finance Stoch, 2025  crossref
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