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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
7
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
Saved in:
8
Optional decomposition and Lagrange multipliers
Föllmer, Hans
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001230154
Saved in:
9
Asymptotic arbitrage in large financial markets
Kabanov, Jurij M.
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001235409
Saved in:
10
The Harrison-Pliska pricing theorem under transaction costs
Kabanov, Jurij M.
;
Stricker, Ch.
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 185-196
Persistent link: https://www.econbiz.de/10001567619
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