References

• 1981Arbitrage and equilibrium in economies with infinitely many commodities537 cited
• 1995Martingales and Arbitrage in Securities Markets with Transaction Costs424 cited
• 1990Equivalent martingale measures and no-arbitrage in stochastic securities market models421 cited
• 1996Asset Pricing in Economies with Frictions309 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
• 1995ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS159 cited
• 1991On the fundamental theorem of asset pricing with an infinite state space131 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
• 1995Financial Innovation and Arbitrage Pricing in Frictional Economies61 cited

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