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Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien; Kabanov, Yuri - In: Finance and stochastics 16 (2012) 3, pp. 357-369
Persistent link: https://www.econbiz.de/10009983150
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Yuri; Klüppelberg, Claudia - In: Finance and stochastics 8 (2004) 2, pp. 207-228
Persistent link: https://www.econbiz.de/10008214886
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Editorial
Delbaen, Freddy; Embrechts, Paul; Föllmer, Hans; … - In: Finance and stochastics 8 (2004) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10008215026
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In the insurance business risky investments are dangerous
Frolova, Anna; Kabanov, Yuri; Pergamenshchikov, Serguei - In: Finance and stochastics 6 (2002) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10008216437
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ARTICLES - On the Centenary of Théorie de la Spéculation
Bachelier, Louis; Courtault, Jean-Michel; Kabanov, Yuri; … - In: Mathematical finance : an international journal of … 10 (2000) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10008217780
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Bond Market Structure in the Presence of Marked Point Processes
Björk, Tomas; Kabanov, Yuri; Runggaldier, Wolfgang - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 211
Persistent link: https://www.econbiz.de/10008220053
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In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Yuri - In: Finance and stochastics 12 (2008) 3, pp. 293-298
Persistent link: https://www.econbiz.de/10008221087
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Mean square error for the Leland–Lott hedging strategy: convex pay-offs
Denis, Emmanuel; Kabanov, Yuri - In: Finance and stochastics 14 (2010) 4, pp. 625-668
Persistent link: https://www.econbiz.de/10008721025
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Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel; Kabanov, Yuri - In: Finance and stochastics 16 (2011) 1, pp. 135-155
Persistent link: https://www.econbiz.de/10009810442