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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

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

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

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

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

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

Essential supremum and essential maximum with respect to random preference relations

Kabanov, Yuri; Lépinette, Emmanuel - In: Journal of Mathematical Economics 49 (2013) 6, pp. 488-495

In the first part of the paper, we study concepts of supremum and maximum as subsets of a topological space X endowed by preference relations. Several rather general existence theorems are obtained for the case where the preferences are defined by countable semicontinuous multi-utility...

Persistent link: https://www.econbiz.de/10011065443

Essential supremum and essential maximum with respect to random preference relations

Lépinette-Denis, Emmanuel; Kabanov, Yuri - Université Paris-Dauphine (Paris IX) - 2013

Persistent link: https://www.econbiz.de/10011074611

Hedging under transaction costs in currency markets: a discrete-time model

Delbaen, Freddy; Kabanov, Jurij M.; Valkeila, Esko - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 45-61

Persistent link: https://www.econbiz.de/10001686163

Hedging under transaction costs in currency markets: a continuous-time model

Kabanov, Jurij M.; Last, Günter - In: Mathematical finance : an international journal of … 12 (2002) 1, pp. 63-70

Persistent link: https://www.econbiz.de/10001686166