39 citations to https://www.mathnet.ru/rus/tvp3839
  1. Francesca Biagini, Progress in Probability, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 285  crossref
  2. Salvador Cruz Rambaud, “Arbitrage Theory with State-Price Deflators”, Stochastic Models, 29:3 (2013), 306  crossref
  3. I. Klein, Emmanuel Lepinette, Lavinia Ostafe, “Asymptotic Arbitrage with Small Transaction Costs”, SSRN Journal, 2013  crossref
  4. 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  crossref
  5. Marcus Becker, “Fundamental Theorem of Asset Pricing with Taxes”, SSRN Journal, 2012  crossref
  6. FRANCESCA BIAGINI, JAN WIDENMANN, “PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS”, Int. J. Theor. Appl. Finan., 15:04 (2012), 1250025  crossref
  7. 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  crossref
  8. Andrew Lyasoff, “The Two Fundamental Theorems of Asset Pricing for a Class of Continuous Time Financial Markets”, SSRN Journal, 2011  crossref
  9. Walter Schachermayer, Encyclopedia of Quantitative Finance, 2010  crossref
  10. Łukasz Stettner, IFIP Advances in Information and Communication Technology, 312, System Modeling and Optimization, 2009, 129  crossref
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