References

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• 1998Methods of Mathematical Finance1,939 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
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• 2005The Mathematics of Arbitrage344 cited
• 1996HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12317 cited
• 1994MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON201 cited
• 2009Markets with Transaction Costs188 cited
• 2006The Mathematics of Arbitrage187 cited
• 1994Couverture des actifs contingents et prix maximum152 cited
• 2008The fundamental theorem of asset pricing for continuous processes under small transaction costs123 cited
• 2006A super-replication theorem in Kabanov’s model of transaction costs97 cited
• 2008The No-Arbitrage Property under a Change of Numéraire (1995)96 cited
• 1998A NEW LOOK AT THE FUNDAMENTAL THEOREM OF ASSET PRICING57 cited