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ARTICLES - On the Optimal Port...
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Kabanov, Jurij M.
37
Stricker, Christophe
30
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9
Delbaen, Freddy
7
Kabanov, Yuri
7
Kabanov, Yuri M.
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Schweizer, Martin
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Li, Jia
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Ekonomiska forskningsinstitutet <Stockholm>
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Finance and stochastics
29
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13
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7
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3
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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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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ECONIS (ZBW)
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41
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:
42
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:
43
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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44
Louis Bachelier on the centenary of théorie de la spéculation
Courtault, Jean-Michel
;
Kabanov, Jurij M.
;
Bru, Bernard
; …
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 341-353
Persistent link: https://www.econbiz.de/10002177908
Saved in:
45
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15,...
Kabanov, Jurij M.
(
ed.
);
Širjaev, Alʹbert N.
(
honouree
); …
-
2006
Persistent link: https://www.econbiz.de/10003204148
Saved in:
46
In the insurance business risky investments are dangerous
Frolova, Anna
;
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 227-235
Persistent link: https://www.econbiz.de/10001662472
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47
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
Saved in:
48
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
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49
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
Saved in:
50
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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