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Transaktionskosten
Theorie
59
Theory
59
Transaction costs
46
Portfolio selection
25
Portfolio-Management
25
Hedging
20
Martingale
17
Martingal
16
Arbitrage Pricing
15
Arbitrage pricing
15
Arbitrage
14
Option pricing theory
11
Optionspreistheorie
11
Stochastischer Prozess
11
Stochastic process
9
CAPM
8
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Consistent price systems
5
Mathematical programming
5
Mathematische Optimierung
5
Nutzenfunktion
5
Risk aversion
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Utility function
5
Utility maximization
5
Yield curve
5
Zinsstruktur
5
American option
4
Devisenmarkt
4
Dynamic programming
4
Dynamische Optimierung
4
Finanzmathematik
4
Foreign exchange market
4
Incomplete market
4
Martingales
4
Option trading
4
Optionsgeschäft
4
Unvollkommener Markt
4
arbitrage
4
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English
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Kabanov, Jurij M.
18
Rásonyi, Miklós
9
Guasoni, Paolo
5
Lépinette, Emmanuel
4
Kabanov, Youri
3
Lepinette, Emmanuel
3
Safarian, Mher M.
3
Stricker, Christophe
3
Chau, Huy N.
2
Grépat, Julien
2
Mišura, Julija S.
2
Bouchard, Bruno
1
De Vallière, D.
1
De Vallière, Dimitry
1
DeValière, Dimitri
1
Delbaen, Freddy
1
Denis, E.
1
Denis, Emmanuel
1
Fukasawa, Masaaki
1
Gamys, Moussa
1
Kabanov, Yuri
1
Kabanov, Yuri M.
1
Klüppelberg, Claudia
1
Last, Günter
1
Schachermayer, Walter
1
Stricker, Ch.
1
Touzi, Nizar
1
Tran, Tuan
1
Valkeila, Esko
1
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Finance and stochastics
14
Journal of mathematical economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Michael J. Brennan Irish finance working paper series research paper
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
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ECONIS (ZBW)
30
USB Cologne (EcoSocSci)
1
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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
Saved in:
2
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:
3
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
Saved in:
4
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:
5
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:
6
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
7
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:
8
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:
9
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:
10
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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