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Kabanov, Jurij M.
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Finance and stochastics
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1,041
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ECONIS (ZBW)
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1
A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter
;
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
Saved in:
2
A large deviations approach to optimal long term investment
Pham, Huyên
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
Saved in:
3
Multivariate risks and depth-trimmed regions
Cascos, Ignacio
;
Molchanov, Ilya
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10003485812
Saved in:
4
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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5
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
6
On irreversible investment
Riedel, Frank
;
Su, Xia
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 607-633
Persistent link: https://www.econbiz.de/10009423296
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7
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
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8
A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V.
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
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9
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
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10
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation
Knudsen, Thomas S.
;
Meister, Bernhard
;
Zervos, Mihail
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10001412177
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