39 citations to https://www.mathnet.ru/rus/tvp3839
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Bjarne Astrup Jensen, “Valuation before and after tax in the discrete time, finite state no arbitrage model”, Ann Finance, 5:1 (2009), 91
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А. С. Черный, “Нахождение справедливых цен на основе когерентных мер риска”, Теория вероятн. и ее примен., 52:3 (2007), 506–540
; A. S. Cherny, “Pricing with coherent risk”, Theory Probab. Appl., 52:3 (2008), 389–415
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Irene Klein, “A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH”, Mathematical Finance, 16:3 (2006), 583
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Discounted Cash Flow, 2005, 135
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Д. Б. Рохлин, “Расширенная версия теоремы Даланга–Мортона–Виллинджера
при выпуклых ограничениях на портфель”, Теория вероятн. и ее примен., 49:3 (2004), 503–521
; D. B. Rokhlin, “An extended version of
the Dalang–Morton–Willinger theorem under
portfolio constraints”, Theory Probab. Appl., 49:3 (2005), 429–443
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Schachermayer W., “The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time”, Mathematical Finance, 14:1 (2004), 19–48
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Igor V. Evstigneev, Klaus Schürger, Michael I. Taksar, “On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria”, Mathematical Finance, 14:2 (2004), 201
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Stephen A. Clark, “An Infinite-Dimensional LP Duality Theorem”, Mathematics of OR, 28:2 (2003), 233
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C. Napp, “The Dalang–Morton–Willinger theorem under cone constraints”, Journal of Mathematical Economics, 39:1-2 (2003), 111
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Andreas Löffler, Dirk Schneider, “Martingales, Taxes, and Neutrality”, SSRN Journal, 2003