Subject
Applied Mathematics,Economics and Econometrics
Cited by
15 articles.
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1. Risk Measures beyond Frictionless Markets;SIAM Journal on Financial Mathematics;2024-06-07
2. Robust martingale selection problem and its connections to the no‐arbitrage theory;Mathematical Finance;2019-07-17
3. Arbitrage theory for non convex financial market models;Stochastic Processes and their Applications;2017-10
4. SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES;International Journal of Theoretical and Applied Finance;2017-07-30
5. Price Systems for Random Amounts;Analyzing Risk through Probabilistic Modeling in Operations Research;2016