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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
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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
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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
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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
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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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No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitry; Kabanov, Yuri; Stricker, Christophe - In: Finance and stochastics 11 (2007) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10003439760
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Log-optimal portfolios with memory effect
Nika, Zsolt; Rásonyi, Miklos - In: Applied mathematical finance 25 (2018) 5/6, pp. 557-585
Persistent link: https://www.econbiz.de/10012129182
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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
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On componentwise and vector stochastic integration
Chatelain, Michel - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 57-65
Persistent link: https://www.econbiz.de/10001185115
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Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir; Stricker, Christophe - In: Mathematical finance : an international journal of … 15 (2005) 3, pp. 465-490
Persistent link: https://www.econbiz.de/10002983174