39 citations to https://www.mathnet.ru/rus/tvp3839
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А. Н. Ширяев, А. С. Черный, “Векторный стохастический интеграл и фундаментальные теоремы теории арбитража”, Стохастическая финансовая математика, Сборник статей, Труды МИАН, 237, Наука, МАИК «Наука/Интерпериодика», М., 2002, 12–56
; A. N. Shiryaev, A. S. Cherny, “Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing”, Proc. Steklov Inst. Math., 237 (2002), 6–49 -
Alejandro Balbás, Miguel Ángel Mirás, Marı́a José Muñoz-Bouzo, “Projective system approach to the martingale characterization of the absence of arbitrage”, Journal of Mathematical Economics, 37:4 (2002), 311
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Jan Kallsen, Springer Finance, Mathematical Finance — Bachelier Congress 2000, 2002, 313
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SHUNMING ZHANG, CHUNLEI XU, XIAOTIE DENG, “Dynamic Arbitrage‐Free Asset Pricing with Proportional Transaction Costs”, Mathematical Finance, 12:1 (2002), 89
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Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35:2 (2001), 185
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Yu. A. Rozanov, “On monotone extension of linear continuous functionals”, Теория вероятн. и ее примен., 46:4 (2001), 814–816
; Yu. A. Rozanov, “On Monotone Extension of Linear Continuous Functionals”, Theory Probab. Appl., 46:4 (2002), 747–749
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Elyès Jouini, “Arbitrage and control problems in finance”, Journal of Mathematical Economics, 35:2 (2001), 167
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Elyes Jouini, “Arbitrage and Control Problems in Finance. Presentation.”, SSRN Journal, 2000
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Huyên Pham, Nizar Touzi, “The fundamental theorem of asset pricing with cone constraints”, Journal of Mathematical Economics, 31:2 (1999), 265