References

• 1990Equivalent martingale measures and no-arbitrage in stochastic securities market models421 cited
• 1992A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time190 cited
• 1998Local martingales and the fundamental asset pricing theorems in the discrete-time case173 cited
• 1994Equivalent martingale measures and no-arbitrage130 cited
• 1987Stochastic Models of Control and Economic Dynamics123 cited
• 1999The fundamental theorem of asset pricing with cone constraints70 cited
• 1995No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the Harrison–Pliska Theorem69 cited
• 2000Dynamic L p -Hedging in Discrete Time under Cone Constraints45 cited
• 2003The Dalang–Morton–Willinger theorem under cone constraints37 cited
• 2004On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria31 cited
• 2001No Arbitrage in Discrete Time Under Portfolio Constraints30 cited

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