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Search: person:"Kabanov, Jurij M."
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Theorie
32
Theory
32
Transaktionskosten
19
Transaction costs
18
Hedging
13
Portfolio selection
10
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10
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9
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English
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Kabanov, Jurij M.
40
Stricker, Christophe
5
Föllmer, Hans
4
Björk, Tomas
3
Delbaen, Freddy
3
Lépinette, Emmanuel
3
Pergamenshchikov, Serguei
3
Runggaldier, Wolfgang J.
3
Safarian, Mher M.
3
Denis, Emmanuel
2
Grépat, Julien
2
Rásonyi, Miklós
2
Bouchard, Bruno
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Bru, Bernard
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Courtault, Jean-Michael
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Courtault, Jean-Michel
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Crépel, Pierre
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De Vallière, D.
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Denis, E.
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DiMasi, Giovanni
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Frolova, Anna
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Gamys, Moussa
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Kardaras, Constantinos
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Kijima, Masaaki
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Klüppelberg, Claudia
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Kramkov, D. O.
1
Last, Günter
1
Lebon, Isabelle
1
Lipster, Robert
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Pergamenščikov, Sergej M.
1
Promyslov, Platon
1
Song, Shiqi
1
Stojanov, Jordan M.
1
Stricker, Ch.
1
Touzi, Nizar
1
Valkeila, Esko
1
Vallière, Dimitri De
1
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Ekonomiska forskningsinstitutet <Stockholm>
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Finance and stochastics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of mathematical economics
3
Working paper series in economics and finance
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
Discussion papers of interdisciplinary research project 373
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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Springer finance
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ECONIS (ZBW)
37
USB Cologne (EcoSocSci)
2
EconStor
1
RePEc
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41
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1
Ruin probabilities for a Sparre Andersen model with investments : the case of annuity payments
Kabanov, Jurij M.
;
Promyslov, Platon
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 887-902
Persistent link: https://www.econbiz.de/10014426395
Saved in:
2
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
3
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:
4
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 39-69
Persistent link: https://www.econbiz.de/10012253340
Saved in:
5
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:
6
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
7
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Saved in:
8
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:
9
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:
10
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
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