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~person:"Kabanov, Jurij M."
~subject:"Currency derivative"
~subject:"Option trading"
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Currency derivative
Option trading
Hedging
13
Transaktionskosten
12
Transaction costs
11
Theorie
9
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9
Option pricing theory
5
Optionspreistheorie
5
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4
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Kabanov, Jurij M.
Broll, Udo
38
Hull, John
25
Kit, Pong Wong
19
Wahl, Jack E.
19
Zilcha, Itzhak
12
Lien, Da-hsiang Donald
11
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9
Hau, Harald
8
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8
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7
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7
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7
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7
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6
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6
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6
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6
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6
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5
Alexander, Carol
5
Bayraktar, Erhan
5
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5
Dolinsky, Yan
5
Frey, Rüdiger
5
Garleanu, Nicolae
5
Ghosh, Dilip K.
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Zhou, Zhou
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
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ECONIS (ZBW)
4
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1
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:
2
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:
3
Hedging
under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy
;
Kabanov, Jurij M.
;
Valkeila, Esko
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
Saved in:
4
Hedging
under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
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