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~person:"Allouch, Nizar"
~person:"Kabanov, Jurij M."
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Search: subject_exact:"Arbitrage Pricing"
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Allouch, Nizar
Kabanov, Jurij M.
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16
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1
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
Saved in:
2
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
Saved in:
3
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
4
The geometry of arbitrage and the existence of competitive equilibrium
Allouch, Nizar
;
Le Van, Cuong
;
Page, Frank H.
-
2001
Persistent link: https://www.econbiz.de/10001605961
Saved in:
5
A note on two notions of arbitrage
Allouch, Nizar
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631160
Saved in:
6
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
7
In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
Saved in:
8
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
Saved in:
9
A note on two notions of arbitrage
Allouch, Nizar
(
contributor
)
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002490947
Saved in:
10
The geometry of arbitrage and the existence of competitive equilibrium
Allouch, Nizar
;
Le Van, Cuong
;
Page, Frank H.
- In:
Journal of mathematical economics
38
(
2002
)
4
,
pp. 373-391
Persistent link: https://www.econbiz.de/10001717138
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