Narrow search
Showing 1 - 5 of 5
Cover Image
No-arbitrage criteria for financial markets with transaction costs and incomplete information
Vallière, Dimitri De; Kabanov, Yuri; Stricker, Christophe - In: Finance and Stochastics 11 (2007) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10005390739
Cover Image
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
Cover Image
Bond markets where prices are driven by a general marked point process
Björk, Tomas; Kabanov, Jurij M.; Runggaldier, Wolfgang J. - 1995
Persistent link: https://www.econbiz.de/10000928616
Cover Image
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
Cover Image
No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.; Kardaras, Constantinos; Song, Shiqi - In: Finance and stochastics 20 (2016) 4, pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475