Articles citing this article

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The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

A Note on Transition Kernels for the Most Unfavourable Mixed Strategies of the Market

Sergey N. Smirnov
Journal of the Operations Research Society of China 12 (1) 35 (2024)
https://doi.org/10.1007/s40305-023-00490-4

Pricing without no-arbitrage condition in discrete time

Laurence Carassus and Emmanuel Lépinette
Journal of Mathematical Analysis and Applications 505 (1) 125441 (2022)
https://doi.org/10.1016/j.jmaa.2021.125441

Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework

Romain Blanchard and Laurence Carassus
Mathematical Finance 31 (1) 366 (2021)
https://doi.org/10.1111/mafi.12288