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On the closedness of sums of c...
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Kabanov, Jurij M.
39
Kabanov, Yuri
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Rásonyi, Miklós
37
Stricker, Christophe
30
Kabanov, Youri
13
Delbaen, Freddy
11
Guasoni, Paolo
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Choulli, Tahir
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Carassus, Laurence
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Lépinette, Emmanuel
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Lépinette-Denis, Emmanuel
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Björk, Tomas
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Föllmer, Hans
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Lepinette, Emmanuel
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Courtault, Jean-Michel
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Denis, Emmanuel
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Kabanov, Yuri M.
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Pergamenshchikov, Serguei
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Schweizer, Martin
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Bru, Bernard
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Grépat, Julien
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Kabanov, Y.
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Lebon, Isabelle
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Runggaldier, Wolfgang
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Safarian, Mher M.
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Crépel, Pierre
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Finance and stochastics
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Finance and Stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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SSE/EFI Working Paper Series in Economics and Finance
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Stochastic Processes and their Applications
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Working paper series in economics and finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Discussion papers of interdisciplinary research project 373
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
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Mathematics of operations research
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Michael J. Brennan Irish finance working paper series research paper
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Operations research letters
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Post-Print / HAL
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Quantitative Finance
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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SFB 373 Discussion Paper
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ECONIS (ZBW)
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RePEc
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EconStor
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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
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:
4
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:
5
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
Saved in:
6
Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
7
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:
8
Optional decomposition and Lagrange multipliers
Föllmer, Hans
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001230154
Saved in:
9
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
Saved in:
10
Bond market structure in the presence of marked point processes
Björk, Tomas
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001220271
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