39 citations to https://www.mathnet.ru/rus/tvp3839
  1. 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  mathnet  mathscinet  zmath; A. N. Shiryaev, A. S. Cherny, “Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing”, Proc. Steklov Inst. Math., 237 (2002), 6–49
  2. 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  crossref
  3. Jan Kallsen, Springer Finance, Mathematical Finance — Bachelier Congress 2000, 2002, 313  crossref
  4. SHUNMING ZHANG, CHUNLEI XU, XIAOTIE DENG, “Dynamic Arbitrage‐Free Asset Pricing with Proportional Transaction Costs”, Mathematical Finance, 12:1 (2002), 89  crossref
  5. Yu.M. Kabanov, Ch. Stricker, “The Harrison–Pliska arbitrage pricing theorem under transaction costs”, Journal of Mathematical Economics, 35:2 (2001), 185  crossref
  6. Yu. A. Rozanov, “On monotone extension of linear continuous functionals”, Теория вероятн. и ее примен., 46:4 (2001), 814–816  mathnet  crossref  isi; Yu. A. Rozanov, “On Monotone Extension of Linear Continuous Functionals”, Theory Probab. Appl., 46:4 (2002), 747–749  mathnet  crossref
  7. Elyès Jouini, “Arbitrage and control problems in finance”, Journal of Mathematical Economics, 35:2 (2001), 167  crossref
  8. Elyes Jouini, “Arbitrage and Control Problems in Finance. Presentation.”, SSRN Journal, 2000  crossref
  9. Huyên Pham, Nizar Touzi, “The fundamental theorem of asset pricing with cone constraints”, Journal of Mathematical Economics, 31:2 (1999), 265  crossref
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