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No-arbitrage criteria for financial markets with efficient friction
Kabanov, Yuri; Rásonyi, Miklos; Stricker, Christophe - In: Finance and stochastics 6 (2002) 3, pp. 371-382
Persistent link: https://www.econbiz.de/10008216348
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No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitri; Kabanov, Yuri; Stricker, Christophe - In: Finance and stochastics 11 (2007) 2, pp. 237-252
Persistent link: https://www.econbiz.de/10008222019
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On the law of one price
Courtault, Jean-Michel; Delbaen, Freddy; Kabanov, Yuri; … - In: Finance and stochastics 8 (2004) 4, pp. 525-530
Persistent link: https://www.econbiz.de/10008223282
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Convergence of Utility Indifference Prices to the Superreplication Price
Carassus, Laurence; Rásonyi, Miklos - In: Mathematical methods of operations research 64 (2006) 1, pp. 145-154
Persistent link: https://www.econbiz.de/10007286891
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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/10008214287
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ARTICLES - On the Optimal Portfolio for the Exponential Utility Maximization: Remarks to the Six-Author
Kabanov, Yuri M.; Stricker, Christophe - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 125-134
Persistent link: https://www.econbiz.de/10008216392
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ARTICLES - Exponential Hedging and Entropic Penalties
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; … - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-124
Persistent link: https://www.econbiz.de/10008216393
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Minimal Hellinger martingale measures of order q
Choulli, Tahir; Stricker, Christophe; Li, Jia - In: Finance and stochastics 11 (2007) 3, pp. 399-428
Persistent link: https://www.econbiz.de/10008221757
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On Componentwise and Vector Stochastic Integration
Chatelain, Michel; Stricker, Christophe - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 57-66
Persistent link: https://www.econbiz.de/10008223934
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A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Yuri; Klüppelberg, Claudia - In: Finance and stochastics 8 (2004) 2, pp. 207-228
Persistent link: https://www.econbiz.de/10008214886