//--> //--> //-->
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:"Transaction costs"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Transaktionskosten
19
Transaction costs
18
Theorie
15
Theory
15
Hedging
12
Option pricing theory
7
Optionspreistheorie
7
Arbitrage Pricing
5
Arbitrage pricing
5
Martingal
5
Martingale
5
Portfolio selection
5
Portfolio-Management
5
Devisenmarkt
3
Foreign exchange market
3
Arbitrage-Pricing-Theorie
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency derivative
2
Mathematisches Modell
2
Option trading
2
Optionsgeschäft
2
Unvollkommener Kreditmarkt
2
Währungsderivat
2
American option
1
Bellman function
1
Consumption-investment problem
1
Derivat
1
Derivative
1
Dynamic programming
1
Dynamische Optimierung
1
Essential supremum
1
Financial economics
1
HJB equation
1
Kapitalmarkttheorie
1
Kusuoka theorem
1
Lyapunov function
1
Lévy process
1
Multinomial approximation
1
Nutzenfunktion
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
17
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
2
Book section
2
Language
All
English
19
Author
All
Kabanov, Jurij M.
Williamson, Oliver E.
57
Arruñada, Benito
46
Yang, Xiaokai
42
Nooteboom, Bart
36
Butter, Frank A. G. den
34
Foss, Nicolai J.
34
Libecap, Gary D.
32
Muhle-Karbe, Johannes
30
Ménard, Claude
29
Todorova, Tamara
27
Starr, Ross M.
25
Jouini, Elyès
24
Langlois, Richard N.
24
Ciaian, Pavel
22
Zant, Wouter
22
Butter, Frank A.G. den
21
Perrakis, Stylianos
21
Guasoni, Paolo
20
Windsperger, Josef
20
Bernard, Andrew B.
19
Bessembinder, Hendrik
19
Cheng, Wenli
19
Hennart, Jean-François Marie André
19
Martimort, David
19
Novy, Dennis
19
Schmidtchen, Dieter
19
Apreda, Rodolfo
18
Bouchard, Bruno
18
Foss, Kirsten
18
Klein, Peter G.
18
Lueck, Dean
18
Rey, Hélène
18
Verbeke, Alain
18
Degryse, Hans
17
Goldberg, Linda S.
17
Lepinette, Emmanuel
17
Mahoney, Joseph Timothy
17
Masten, Scott E.
17
Tille, Cédric
17
more ...
less ...
Published in...
All
Finance and stochastics
9
Journal of mathematical economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
USB Cologne (EcoSocSci)
1
Showing
1
-
19
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
2
Consumption-investment problem with transaction costs for Lévy-driven price processes
Vallière, Dimitri De
;
Kabanov, Jurij M.
;
Lépinette, …
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 705-740
Persistent link: https://www.econbiz.de/10011531437
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Hedging of American options under transaction costs
De Vallière, D.
;
Denis, E.
;
Kabanov, Jurij M.
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 105-119
Persistent link: https://www.econbiz.de/10003939485
Saved in:
9
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
10
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10004911735
Saved in:
11
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:
12
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:
13
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:
14
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:
15
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
Saved in:
16
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
Saved in:
17
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:
18
The Harrison-Pliska pricing theorem under transaction costs
Kabanov, Jurij M.
;
Stricker, Ch.
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 185-196
Persistent link: https://www.econbiz.de/10001567619
Saved in:
19
On Leland's strategy of option pricing with transactions costs
Kabanov, Jurij M.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 239-250
Persistent link: https://www.econbiz.de/10001224220
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->