Narrow search
Showing 1 - 10 of 10
Cover Image
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
Cover Image
On the closedness of sums of convex cones in L0 and the robust no-arbitrage property
Kabanov, Yuri; Rásonyi, Miklos; Stricker, Christophe - In: Finance and stochastics 7 (2003) 3, pp. 403-412
Persistent link: https://www.econbiz.de/10008215739
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
ARTICLES - Hedging under Transaction Costs in Currency Markets: A Continuous-Time Model
Kabanov, Yuri M.; Last, Günter - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10008216480
Cover Image
ARTICLES - Heading under Transaction Costs in Currency Markets: A Discrete-Time Model
Delbean, Freddy; Kabanov, Yuri M.; Valkeila, Esko - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10008216481