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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
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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
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In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M. - In: Finance and stochastics 12 (2008) 3, pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
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Markets with transaction costs : mathematical theory
Kabanov, Jurij M.; Safarian, Mher M. - 2009
Persistent link: https://www.econbiz.de/10003697408
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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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Asymptotic arbitrage in large financial markets
Kabanov, Jurij M. - In: Finance and stochastics 2 (1998) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001235409
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The Harrison-Pliska pricing theorem under transaction costs
Kabanov, Jurij M.; Stricker, Ch. - In: Journal of mathematical economics 35 (2001) 2, pp. 185-196
Persistent link: https://www.econbiz.de/10001567619
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Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel; Kabanov, Jurij M. - In: Finance and stochastics 16 (2012) 1, pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
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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