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~person:"Bilger, Ursula"
~person:"Kabanov, Jurij M."
~subject:"Transaction costs"
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Transaction costs
Transaktionskosten
20
Theorie
19
Theory
19
Hedging
11
Option pricing theory
7
Optionspreistheorie
7
Arbitrage Pricing
5
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5
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Bilger, Ursula
Kabanov, Jurij M.
Williamson, Oliver E.
55
Yang, Xiaokai
41
Arruñada, Benito
34
Butter, Frank A. G. den
34
Nooteboom, Bart
34
Libecap, Gary D.
32
Foss, Nicolai J.
31
Muhle-Karbe, Johannes
28
Starr, Ross M.
24
Jouini, Elyès
21
Windsperger, Josef
20
Bernard, Andrew B.
19
Bessembinder, Hendrik
19
Hennart, Jean-François Marie André
19
Novy, Dennis
19
Martimort, David
18
Perrakis, Stylianos
18
Bouchard, Bruno
17
Degryse, Hans
17
Goldberg, Linda S.
17
Klein, Peter G.
17
Langlois, Richard N.
17
Lepinette, Emmanuel
17
Mahoney, Joseph Timothy
17
Masten, Scott E.
17
Tille, Cédric
17
Todorova, Tamara
17
Verbeke, Alain
17
Anderson, James E.
16
Eberly, Janice C.
16
Foss, Kirsten
16
Lueck, Dean
16
Ménard, Claude
16
Allen, Douglas Ward
15
Jacks, David S.
15
Meissner, Christopher M.
15
Rey, Hélène
15
Spiller, Pablo T.
15
Zant, Wouter
15
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Finance and stochastics
9
Journal of mathematical economics
3
Europäische Hochschulschriften / 5
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
1
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ECONIS (ZBW)
20
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20
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1
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
2
Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De
;
Kabanov, Jurij M.
;
Lépinette, …
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
Saved in:
3
Essential supremum and essential maximum with respect to random preference relations
Kabanov, Jurij M.
;
Lépinette, Emmanuel
- In:
Journal of mathematical economics
49
(
2013
)
6
,
pp. 488-495
Persistent link: https://www.econbiz.de/10010460320
Saved in:
4
Essential supremum with respect to a random partial order
Kabanov, Jurij M.
;
Lépinette, Emmanuel
- In:
Journal of mathematical economics
49
(
2013
)
6
,
pp. 478-487
Persistent link: https://www.econbiz.de/10010460321
Saved in:
5
Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10009562323
Saved in:
6
No-arbitrage criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
Saved in:
7
Banken und Kreditfinanzierung : eine theoretische Analyse der Kreditfinanzierungsvoraussetzungen kleiner und mittlerer Unternehmen in peripheren Regionen
Bilger, Ursula
-
1994
Persistent link: https://www.econbiz.de/10000887322
Saved in:
8
Banken und Kreditfinanzierung : eine theoretische Analyse der Kreditfinanzierungsvoraussetzungen kleiner und mittlerer Unternehmen in peripheren Regionen
Bilger, Ursula
-
1994
Persistent link: https://www.econbiz.de/10012700290
Saved in:
9
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
10
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
Saved in:
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