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ARTICLES - On the Optimal Port...
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Kabanov, Jurij M.
37
Stricker, Christophe
30
Choulli, Tahir
9
Delbaen, Freddy
7
Kabanov, Yuri
7
Kabanov, Yuri M.
5
Schweizer, Martin
5
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Denis, Emmanuel
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KABANOV, YURI M.
2
Last, Günter
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Li, Jia
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Rheinländer, Thorsten
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Rásonyi, Miklós
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Valkeila, Esko
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Vallière, Dimitri De
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(*), Mher M. Safarian
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De Vallière, Dimitry
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Ekonomiska forskningsinstitutet <Stockholm>
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Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
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7
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6
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3
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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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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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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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
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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
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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
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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
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Yuri M.
;
Stricker, Christophe
- In:
Mathematical Finance
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10005139684
Saved in:
7
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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8
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
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9
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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10
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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