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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Superreplication under model uncertainty in discrete time
Marcel Nutz
Finance and Stochastics (2014) Vol. 18, Iss. 4, pp. 791-803
Closed Access | Times Cited: 41

Showing 1-25 of 41 citing articles:

A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM
Beatrice Acciaio, Mathias Beiglböck, Friedrich Penkner, et al.
Mathematical Finance (2013) Vol. 26, Iss. 2, pp. 233-251
Open Access | Times Cited: 202
Complete duality for martingale optimal transport on the line
Mathias Beiglböck, Marcel Nutz, Nizar Touzi
The Annals of Probability (2017) Vol. 45, Iss. 5
Open Access | Times Cited: 114
ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES
Sara Biagini, Bruno Bouchard, Constantinos Kardaras, et al.
Mathematical Finance (2015) Vol. 27, Iss. 4, pp. 963-987
Open Access | Times Cited: 90
Robust expected utility maximization with medial limits
Daniel Bartl, Patrick Cheridito, Michael Kupper
Journal of Mathematical Analysis and Applications (2018) Vol. 471, Iss. 1-2, pp. 752-775
Open Access | Times Cited: 36
Arbitrage and duality in nondominated discrete-time models
Bruno Bouchard, Marcel Nutz
The Annals of Applied Probability (2015) Vol. 25, Iss. 2
Open Access | Times Cited: 28
Consistent price systems under model uncertainty
Bruno Bouchard, Marcel Nutz
Finance and Stochastics (2015) Vol. 20, Iss. 1, pp. 83-98
Open Access | Times Cited: 25
Canonical supermartingale couplings
Marcel Nutz, Florian Stebegg
The Annals of Probability (2018) Vol. 46, Iss. 6
Open Access | Times Cited: 25
A conditional Version of the second fundamental theorem of asset pricing in discrete time
Lars Niemann, Thorsten Schmidt
Frontiers of Mathematical Finance (2024) Vol. 3, Iss. 2, pp. 239-269
Open Access | Times Cited: 2
Hedging of game options under model uncertainty in discrete time
Yan Dolinsky
Electronic Communications in Probability (2014) Vol. 19, Iss. none
Open Access | Times Cited: 23
A risk-neutral equilibrium leading to uncertain volatility pricing
Johannes Muhle‐Karbe, Marcel Nutz
Finance and Stochastics (2018) Vol. 22, Iss. 2, pp. 281-295
Closed Access | Times Cited: 20
Hedging with small uncertainty aversion
Sebastian Herrmann, Johannes Muhle‐Karbe, Frank Thomas Seifried
Finance and Stochastics (2016) Vol. 21, Iss. 1, pp. 1-64
Closed Access | Times Cited: 18
Duality theory for robust utility maximisation
Daniel Bartl, Michael Kupper, Ariel Neufeld
Finance and Stochastics (2021) Vol. 25, Iss. 3, pp. 469-503
Open Access | Times Cited: 14
On Robust Fundamental Theorems of Asset Pricing in Discrete Time
Huy N. Chau
SIAM Journal on Financial Mathematics (2024) Vol. 15, Iss. 3, pp. 571-600
Open Access | Times Cited: 1
Semi-static completeness and robust pricing by informed investors
Beatrice Acciaio, Martin Larsson
The Annals of Applied Probability (2017) Vol. 27, Iss. 4
Open Access | Times Cited: 13
Fatou closedness under model uncertainty
Marco Maggis, Thilo Meyer‐Brandis, Gregor Svindland
Positivity (2018) Vol. 22, Iss. 5, pp. 1325-1343
Closed Access | Times Cited: 13
Model uncertainty, recalibration, and the emergence of delta–vega hedging
Sebastian Herrmann, Johannes Muhle‐Karbe
Finance and Stochastics (2017) Vol. 21, Iss. 4, pp. 873-930
Open Access | Times Cited: 10
Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals
Sebastián Ferrando, Alfredo Bullard González, Iván Degano, et al.
SSRN Electronic Journal (2014)
Open Access | Times Cited: 9
Model Uncertainty: A Reverse Approach
Felix-Benedikt Liebrich, Marco Maggis, Gregor Svindland
SIAM Journal on Financial Mathematics (2022) Vol. 13, Iss. 3, pp. 1230-1269
Open Access | Times Cited: 5
Reduced-form setting under model uncertainty with non-linear affine intensities
Francesca Biagini, Katharina Oberpriller
Probability Uncertainty and Quantitative Risk (2021) Vol. 6, Iss. 3, pp. 159-159
Open Access | Times Cited: 5
Quantile Hedging in a semi-static market with model uncertainty
Erhan Bayraktar, Gu Wang
Mathematical Methods of Operations Research (2017) Vol. 87, Iss. 2, pp. 197-227
Open Access | Times Cited: 4
The Fatou Closedness under Model Uncertainty
Marco Maggis, Thilo Meyer‐Brandis, Gregor Svindland
arXiv (Cornell University) (2016)
Closed Access | Times Cited: 3
Super‐replication with transaction costs under model uncertainty for continuous processes
Huy N. Chau, Masaaki Fukasawa, Miklós Rásonyi
Mathematical Finance (2022) Vol. 32, Iss. 4, pp. 1066-1085
Open Access | Times Cited: 3
Trajectorial market models: arbitrage and pricing intervals
Sebastián Ferrando, Alfredo González, Iván Degano, et al.
Revista de la Unión Matemática Argentina (2019), pp. 149-185
Open Access | Times Cited: 3
Robust utility maximization with nonlinear continuous semimartingales
David Criens, Lars Niemann
Mathematics and Financial Economics (2023) Vol. 17, Iss. 3, pp. 499-536
Open Access | Times Cited: 1
Fine Properties of the Optimal Skorokhod Embedding Problem
Mathias Beiglböck, Marcel Nutz, Florian Stebegg
arXiv (Cornell University) (2019)
Closed Access | Times Cited: 2
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