//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Kabanov, Jurij M."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Martingal"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Martingal
8
Martingale
8
Theorie
8
Theory
8
Transaction costs
5
Transaktionskosten
5
Arbitrage Pricing
4
Arbitrage pricing
4
Hedging
4
Portfolio selection
3
Portfolio-Management
3
Black-Scholes model
2
Black-Scholes-Modell
2
Option trading
2
Optionsgeschäft
2
Arbitrage
1
Arbitrage-Pricing-Theorie
1
CAPM
1
Currency derivative
1
Dalang-Morton-Willinger Theorem
1
Devisenmarkt
1
Foreign exchange market
1
Fundamental theorem of asset pricing
1
Krein-Smulian theorem
1
Local martingale deflator
1
Mathematical programming
1
Mathematische Optimierung
1
Mathematisches Modell
1
Numéraire
1
Nutzenfunktion
1
Option pricing theory
1
Optionspreistheorie
1
Risikoaversion
1
Risk aversion
1
Unvollkommener Kreditmarkt
1
Utility function
1
Viability
1
Währungsderivat
1
ơ-martingale
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
1
Book section
1
Language
All
English
8
Author
All
Kabanov, Jurij M.
Schweizer, Martin
28
Jacod, Jean
18
Podolskij, Mark
18
Platen, Eckhard
16
Phillips, Peter C. B.
15
Jarrow, Robert A.
14
Jeanblanc, Monique
14
Kardaras, Constantinos
14
Barndorff-Nielsen, Ole E.
13
Choulli, Tahir
11
Li, Jia
11
Todorov, Viktor
11
Bayraktar, Erhan
10
Hulley, Hardy
10
Prigent, Jean-Luc
9
Biagini, Francesca
8
Cassese, Gianluca
8
Fontana, Claudio
8
Frittelli, Marco
8
Hobson, David G.
8
Linton, Oliver
8
Nutz, Marcel
8
Scaillet, Olivier
8
Shephard, Neil G.
8
Tauchen, George Eugene
8
Bollerslev, Tim
7
Kallsen, Jan
7
Protter, Philip E.
7
Renault, Olivier
7
Schachermayer, Walter
7
Siu, Tak Kuen
7
Vetter, Mathias
7
Arai, Takuji
6
Clark, Todd E.
6
Elliott, Robert J.
6
Graversen, Svend Erik
6
Henry-Labordere, Pierre
6
Ibragimov, Rustam
6
Korn, Ralf
6
more ...
less ...
Published in...
All
Finance and stochastics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
4
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
Saved in:
5
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
6
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:
7
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
Saved in:
8
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->