Asymptotic arbitrage in non-complete large financial markets

Article Properties
Citations
Title Journal Journal Categories Citations Publication Date
Large financial markets, discounting, and no asymptotic arbitrage

 Teoriya Veroyatnostei i ee Primeneniya 1 2020
A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting

 Teoriya Veroyatnostei i ee Primeneniya 2020
Exponentially concave functions and high dimensional stochastic portfolio theory Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 6 2019
Asymptotic Synthesis of Contingent Claims in a Sequence of Discrete-Time Markets SSRN Electronic Journal 2 2019
Large Financial Markets, Discounting, and No Asymptotic Arbitrage SSRN Electronic Journal 2018
Citations Analysis
Category Category Repetition
Science: Mathematics5
Science: Mathematics: Probabilities. Mathematical statistics3
Social Sciences: Statistics3
Social Sciences: Finance2
Social Sciences: Economic theory. Demography: Economics as a science2
Social Sciences: Commerce: Business2
The category Science: Mathematics 5 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Default Risk and Diversification: Theory and Empirical Implications and was published in 2001. The most recent citation comes from a 2020 study titled A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. This article reached its peak citation in 2015, with 3 citations. It has been cited in 7 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 11 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year