8 citations to 10.1007/s00780-006-0029-x (Crossref Cited-By Service)

1. Kristina Rognlien Dahl, “A convex duality approach for pricing contingent claims under partial information and short selling constraints”, Stochastic Analysis and Applications, 35, № 2, 2017, 317  
2. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93, № 2, 2021, 279  
3. Silke Prohl, “No-Arbitrage Pricing of Securities Under Transaction Costs”, SSRN Journal, 2016  
4. Christoph Kühn, Alexander Molitor, “Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs”, Finance Stoch, 23, № 4, 2019, 1049  
5. Miklós Rásonyi, Optimality and Risk - Modern Trends in Mathematical Finance, 2009, 211  
6. Meriam El Mansour, Emmanuel Lépinette, “Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty”, MathematicS In Action, 11, № 1, 2022, 193  
7. Tomasz R. Bielecki, Igor Cialenco, Rodrigo Rodriguez, “NO‐ARBITRAGE PRICING FOR DIVIDEND‐PAYING SECURITIES IN DISCRETE‐TIME MARKETS WITH TRANSACTION COSTS”, Mathematical Finance, 25, № 4, 2015, 673  
8. Emmanuel Denis, Yuri Kabanov, “Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs”, Finance Stoch, 16, № 1, 2012, 135