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Search: person:"Kabanov, Youri"
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Derivative
Theorie
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Transaction costs
21
Transaktionskosten
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Hedging
14
Portfolio selection
13
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Kabanov, Jurij M.
2
Klüppelberg, Claudia
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Stricker, Christophe
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Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
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2
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
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