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Kabanov, Jurij M.
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Finance and stochastics
Working paper / National Bureau of Economic Research, Inc.
279
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Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
269
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203
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72
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72
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66
Land economics : applied research on environmental resources
66
The review of financial studies
66
The American economic review
64
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
62
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
61
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59
Discussion paper series / IZA
58
Journal of banking & finance
58
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58
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
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Journal of business research : JBR
56
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ECONIS (ZBW)
64
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1
On the game interpretation of a shadow price process in utility maximization problems under transaction costs
Rochlin, Dmitri B.
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 819-839
Persistent link: https://www.econbiz.de/10010190873
Saved in:
2
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
3
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
Saved in:
4
No arbitrage and closure results for trading cones with transaction costs
Jacka, Saul D.
;
Berkaoui, Abdelkarem
;
Warren, Jon
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 583-600
Persistent link: https://www.econbiz.de/10003899281
Saved in:
5
No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitry
;
Kabanov, Yuri
;
Stricker, Christophe
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 237-251
Persistent link: https://www.econbiz.de/10003439760
Saved in:
6
A counter-example to an option pricing formula under transaction costs
Roux, Alet
;
Zastawniak, Tomasz
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 575-578
Persistent link: https://www.econbiz.de/10003405651
Saved in:
7
A super-replication theorem in Kabanov's model of transaction costs
Campi, Luciano
;
Schachermayer, Walter
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 579-596
Persistent link: https://www.econbiz.de/10003405654
Saved in:
8
Hedging of American options under transaction costs
De Vallière, D.
;
Denis, E.
;
Kabanov, Jurij M.
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 105-119
Persistent link: https://www.econbiz.de/10003939485
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
Multivariate utility maximization with proportional transaction costs
Campi, Luciano
;
Owen, Mark P.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 461-499
Persistent link: https://www.econbiz.de/10009303226
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