Narrow search
Showing 11 - 20 of 159
Cover Image
Bond markets where prices are driven by a general marked point process
Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000928616
Cover Image
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.; Pergamenshchikov, Serguei - In: Finance and stochastics 20 (2016) 2, pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Cover Image
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.; Kardaras, Constantinos; Song, Shiqi - In: Finance and stochastics 20 (2016) 4, pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno; Kabanov, Jurij M.; Touzi, Nizar - In: Decisions in economics and finance : DEF ; a journal of … 24 (2001) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Cover Image
Hedging under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy; Kabanov, Jurij M.; Valkeila, Esko - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
Cover Image
Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.; Last, Günter - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Cover Image
The Harrison-Pliska pricing theorem under transaction costs
Kabanov, Jurij M.; Stricker, Ch. - In: Journal of mathematical economics 35 (2001) 2, pp. 185-196
Persistent link: https://www.econbiz.de/10001567619