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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
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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
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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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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
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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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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
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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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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
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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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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