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~person:"Kabanov, Jurij M."
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Kabanov, Jurij M.
Williamson, Oliver E.
55
Yang, Xiaokai
41
Foss, Nicolai J.
36
Nooteboom, Bart
35
Butter, Frank A. G. den
34
Libecap, Gary D.
32
Arruñada, Benito
29
Muhle-Karbe, Johannes
27
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24
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23
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19
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Gilboa, Itzhak
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Hennart, Jean-François Marie André
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Novy, Dennis
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Sornette, Didier
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Windsperger, Josef
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18
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9
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2
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1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
On Leland's strategy of option pricing with transactions costs
Kabanov, Jurij M.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 239-250
Persistent link: https://www.econbiz.de/10001224220
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
On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001772721
Saved in:
6
Hedging of contingent claims under transaction costs
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 125-136)
.
2002
Persistent link: https://www.econbiz.de/10001672229
Saved in:
7
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:
8
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
9
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:
10
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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