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ARTICLES - On the Optimal Port...
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Theorie
Theory
39
Transaction costs
21
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20
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15
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12
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12
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11
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Kabanov, Jurij M.
32
Stricker, Christophe
11
Björk, Tomas
3
Choulli, Tahir
3
Runggaldier, Wolfgang J.
3
Delbaen, Freddy
2
Denis, Emmanuel
2
Lépinette, Emmanuel
2
Pergamenshchikov, Serguei
2
Rásonyi, Miklós
2
Safarian, Mher M.
2
Bouchard, Bruno
1
Bru, Bernard
1
Chatelain, Michel
1
Courtault, Jean-Michael
1
Courtault, Jean-Michel
1
Crépel, Pierre
1
De Vallière, Dimitry
1
DiMasi, Giovanni
1
Döberlein, Frank
1
Frolova, Anna
1
Föllmer, Hans
1
Gamys, Moussa
1
Grépat, Julien
1
Kabanov, Yuri
1
Kabanov, Yuri M.
1
Kardaras, Constantinos
1
Kijima, Masaaki
1
Klüppelberg, Claudia
1
Kramkov, D. O.
1
Last, Günter
1
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1
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1
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1
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1
Promyslov, Platon
1
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1
Song, Shiqi
1
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1
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Ekonomiska forskningsinstitutet <Stockholm>
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Finance and stochastics
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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2
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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
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
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ECONIS (ZBW)
39
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1
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
2
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
3
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:
4
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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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
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6
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
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7
Minimal Hellinger martingale measures of order q
Choulli, Tahir
;
Stricker, Christophe
;
Li, Jai
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
Saved in:
8
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
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9
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
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10
Implied savings accounts are unique
Döberlein, Frank
;
Schweizer, Martin
;
Stricker, Christophe
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 431-442
Persistent link: https://www.econbiz.de/10001539196
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