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ARTICLES - On the Optimal Port...
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Kapitalanlage
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Kabanov, Jurij M.
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Kijima, Masaaki
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Finance and stochastics
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
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ECONIS (ZBW)
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A consumption-investment problem with production possibilities
Kabanov, Jurij M.
;
Kijima, Masaaki
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 315-332)
.
2006
Persistent link: https://www.econbiz.de/10003287167
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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
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pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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