66 citations to https://www.mathnet.ru/rus/tvp3770
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Kardaras C., “Market Viability via Absence of Arbitrage of the First Kind”, Financ. Stoch., 16:4 (2012), 651–667
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Emmanuel Lepinette-Denis, Lavinia Ostafe, “Asymptotic Arbitrage in Large Financial Markets with Friction”, SSRN Journal, 2012
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Winslow Strong, “Fundamental Theorems of Asset Pricing for Piecewise Semimartingales of Stochastic Dimension”, SSRN Journal, 2011
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Д. Б. Рохлин, “О существовании эквивалентной супермартингальной плотности для разветвленно-выпуклого семейства случайных процессов”, Матем. заметки, 87:4 (2010), 594–603
; D. B. Rokhlin, “On the Existence of an Equivalent Supermartingale Density for a Fork-Convex Family of Stochastic Processes”, Math. Notes, 87:4 (2010), 556–563
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Di Nunno G., Eide I.B., “Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach”, Stoch Anal Appl, 28:1 (2010), 54–85
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Campi L., “Mean–Variance Hedging in Large Financial Markets”, Stochastic Analysis and Applications, 27:6 (2009), 1129–1147
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Klaas Schulze, “Asymptotic Maturity Behavior of the Term Structure”, SSRN Journal, 2009
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M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Growing Wealth with Fixed-Mix Strategies”, SSRN Journal, 2009
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Klein I., “No asymptotic free lunch reviewed in the light of Orlicz spaces”, Seminaire de Probabilites XLI, Lecture Notes in Mathematics, 1934, 2008, 443–454
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Dempster M.A.H., Evstigneev I.V., Schenk-Hoppe K.R., “Volatility–induced financial growth”, Quantitative Finance, 7:2 (2007), 151–160