Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Financial economics without probabilistic prior assumptions
Frank Riedel
Decisions in Economics and Finance (2014) Vol. 38, Iss. 1, pp. 75-91
Closed Access | Times Cited: 44

Showing 1-25 of 44 citing articles:

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
Duality Formulas for Robust Pricing and Hedging in Discrete Time
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
SIAM Journal on Financial Mathematics (2017) Vol. 8, Iss. 1, pp. 738-765
Open Access | Times Cited: 69
Robust pricing–hedging dualities in continuous time
Zhaoxu Hou, Jan Obłój
Finance and Stochastics (2018) Vol. 22, Iss. 3, pp. 511-567
Open Access | Times Cited: 63
Model-free superhedging duality
Matteo Burzoni, Marco Frittelli, Marco Maggis
The Annals of Applied Probability (2017) Vol. 27, Iss. 3
Open Access | Times Cited: 59
Universal arbitrage aggregator in discrete-time markets under uncertainty
Matteo Burzoni, Marco Frittelli, Marco Maggis
Finance and Stochastics (2015) Vol. 20, Iss. 1, pp. 1-50
Open Access | Times Cited: 54
Pointwise Arbitrage Pricing Theory in Discrete Time
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, et al.
Mathematics of Operations Research (2019) Vol. 44, Iss. 3, pp. 1034-1057
Open Access | Times Cited: 46
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules
Lorenzo Bastianello, Alain Chateauneuf, Bernard Cornet
Mathematical Finance (2024) Vol. 34, Iss. 4, pp. 1242-1262
Open Access | Times Cited: 5
Viability and Arbitrage Under Knightian Uncertainty
Matteo Burzoni, Frank Riedel, H. Meté Soner
Econometrica (2021) Vol. 89, Iss. 3, pp. 1207-1234
Open Access | Times Cited: 20
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
Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation
Ariel Neufeld, Antonis Papapantoleon, Qikun Xiang
Management Science (2022) Vol. 69, Iss. 4, pp. 2051-2068
Open Access | Times Cited: 9
Pathwise no-arbitrage in a class of Delta hedging strategies
Alexander Schied, Iryna Voloshchenko
Probability Uncertainty and Quantitative Risk (2016) Vol. 1, Iss. 1
Open Access | Times Cited: 13
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
On entropy martingale optimal transport theory
Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin
Decisions in Economics and Finance (2024) Vol. 47, Iss. 1, pp. 1-42
Open Access | Times Cited: 1
Pricing interest rate derivatives under volatility uncertainty
Julian Hölzermann
Annals of Operations Research (2022) Vol. 336, Iss. 1-2, pp. 153-182
Open Access | Times Cited: 7
Pointwise Arbitrage Pricing Theory in Discrete Time.
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, et al.
arXiv (Cornell University) (2016)
Closed Access | Times Cited: 9
The Hull–White model under volatility uncertainty
Julian Hölzermann
Quantitative Finance (2021) Vol. 21, Iss. 11, pp. 1921-1933
Open Access | Times Cited: 9
Entropy martingale optimal transport and nonlinear pricing–hedging duality
Alessandro Doldi, Marco Frittelli
Finance and Stochastics (2023) Vol. 27, Iss. 2, pp. 255-304
Open Access | Times Cited: 3
Default Ambiguity
Tolulope Fadina, Thorsten Schmidt
Risks (2019) Vol. 7, Iss. 2, pp. 64-64
Open Access | Times Cited: 9
Asset pricing in an imperfect world
Gianluca Cassese
Economic Theory (2016) Vol. 64, Iss. 3, pp. 539-570
Open Access | Times Cited: 8
Model-free Superhedging Duality
Matteo Burzoni, Marco Frittelli, Marco Maggis
arXiv (Cornell University) (2015)
Closed Access | Times Cited: 7
A unified Framework for Robust Modelling of Financial Markets in discrete time
Jan Obłój, Johannes Wiesel
(2018)
Closed Access | Times Cited: 6
Robust martingale selection problem and its connections to the no‐arbitrage theory
Matteo Burzoni, Mario Šikić
Mathematical Finance (2019) Vol. 30, Iss. 1, pp. 260-286
Open Access | Times Cited: 6
Viability and Arbitrage Under Knightian Uncertainty
Matteo Burzoni, Frank Riedel, H. Meté Soner
SSRN Electronic Journal (2017)
Open Access | Times Cited: 6
A unified framework for robust modelling of financial markets in discrete time
Jan Obłój, Johannes Wiesel
Finance and Stochastics (2021) Vol. 25, Iss. 3, pp. 427-468
Open Access | Times Cited: 6
Duality formulas for robust pricing and hedging in discrete time
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
arXiv (Cornell University) (2016)
Closed Access | Times Cited: 4
Page 1 - Next Page

Scroll to top