39 citations to https://www.mathnet.ru/rus/tvp3839
-
Francesca Biagini, Progress in Probability, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 285
-
Salvador Cruz Rambaud, “Arbitrage Theory with State-Price Deflators”, Stochastic Models, 29:3 (2013), 306
-
I. Klein, Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic Arbitrage with Small Transaction Costs”, SSRN Journal, 2013
-
TOMASZ R. BIELECKI, IGOR CIALENCO, ISMAIL IYIGUNLER, RODRIGO RODRIGUEZ, “DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES”, Int. J. Theor. Appl. Finan., 16:01 (2013), 1350002
-
Marcus Becker, “Fundamental Theorem of Asset Pricing with Taxes”, SSRN Journal, 2012
-
FRANCESCA BIAGINI, JAN WIDENMANN, “PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS”, Int. J. Theor. Appl. Finan., 15:04 (2012), 1250025
-
O. L. V. Costa, E. V. Queiroz Filho, “Arbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short Positions”, Mathematical Problems in Engineering, 2012 (2012), 1
-
Andrew Lyasoff, “The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets”, SSRN Journal, 2011
-
Walter Schachermayer, Encyclopedia of Quantitative Finance, 2010
-
Łukasz Stettner, IFIP Advances in Information and Communication Technology, 312, System Modeling and Optimization, 2009, 129