66 citations to https://www.mathnet.ru/rus/tvp3770
  1. Kardaras C., “Market Viability via Absence of Arbitrage of the First Kind”, Financ. Stoch., 16:4 (2012), 651–667  crossref  isi
  2. Emmanuel Lepinette-Denis, Lavinia Ostafe, “Asymptotic Arbitrage in Large Financial Markets with Friction”, SSRN Journal, 2012  crossref
  3. Winslow Strong, “Fundamental Theorems of Asset Pricing for Piecewise Semimartingales of Stochastic Dimension”, SSRN Journal, 2011  crossref
  4. Д. Б. Рохлин, “О существовании эквивалентной супермартингальной плотности для разветвленно-выпуклого семейства случайных процессов”, Матем. заметки, 87:4 (2010), 594–603  mathnet  crossref  mathscinet  zmath; 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  crossref  isi
  5. Di Nunno G., Eide I.B., “Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach”, Stoch Anal Appl, 28:1 (2010), 54–85  crossref  mathscinet  zmath  isi
  6. Campi L., “Mean–Variance Hedging in Large Financial Markets”, Stochastic Analysis and Applications, 27:6 (2009), 1129–1147  crossref  mathscinet  zmath  isi
  7. Klaas Schulze, “Asymptotic Maturity Behavior of the Term Structure”, SSRN Journal, 2009  crossref
  8. M. A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, “Growing Wealth with Fixed-Mix Strategies”, SSRN Journal, 2009  crossref
  9. 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  mathscinet  zmath  isi
  10. Dempster M.A.H., Evstigneev I.V., Schenk-Hoppe K.R., “Volatility–induced financial growth”, Quantitative Finance, 7:2 (2007), 151–160  crossref  mathscinet  zmath  isi
Предыдущая
1
2
3
4
5
6
7
Следующая