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Transaktionskosten
Theorie
57
Theory
57
Transaction costs
47
Portfolio selection
25
Portfolio-Management
25
Hedging
20
Arbitrage
17
Arbitrage Pricing
16
Arbitrage pricing
16
Martingale
16
Martingal
15
Stochastischer Prozess
13
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
11
CAPM
9
Probability theory
9
Wahrscheinlichkeitsrechnung
9
Mathematical programming
7
Mathematische Optimierung
7
Nutzenfunktion
6
Utility function
6
Consistent price systems
5
Nutzen
5
Option trading
5
Optionsgeschäft
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Risiko
5
Risk
5
Risk aversion
5
Utility
5
Utility maximization
5
Yield curve
5
Zinsstruktur
5
American option
4
Devisenmarkt
4
Dynamic programming
4
Dynamische Optimierung
4
Foreign exchange market
4
Incomplete market
4
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22
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22
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3
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3
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1
Graue Literatur
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English
32
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Kabanov, Jurij M.
18
Rásonyi, Miklós
9
Guasoni, Paolo
5
Kabanov, Youri
4
Lepinette, Emmanuel
4
Lépinette, Emmanuel
4
Safarian, Mher M.
3
Stricker, Christophe
3
Chau, Huy N.
2
Grépat, Julien
2
Mišura, Julija S.
2
Bouchard, Bruno
1
De Vallière, D.
1
De Vallière, Dimitry
1
DeValière, Dimitri
1
Delbaen, Freddy
1
Denis, E.
1
Denis, Emmanuel
1
Fukasawa, Masaaki
1
Gamys, Moussa
1
Kabanov, Yuri
1
Kabanov, Yuri M.
1
Klüppelberg, Claudia
1
Last, Günter
1
Schachermayer, Walter
1
Stricker, Ch.
1
Touzi, Nizar
1
Tran, Tuan
1
Valkeila, Esko
1
Vallière, Dimitri De
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Finance and stochastics
14
Journal of mathematical economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Michael J. Brennan Irish finance working paper series research paper
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
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ECONIS (ZBW)
31
USB Cologne (EcoSocSci)
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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
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:
3
On Leland's strategy of option pricing with transactions costs
Kabanov, Jurij M.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 239-250
Persistent link: https://www.econbiz.de/10001224220
Saved in:
4
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
Saved in:
5
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
6
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
Saved in:
7
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
Saved in:
8
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
Saved in:
9
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
10
Hedging of American options under transaction costs
De Vallière, D.
;
Denis, E.
;
Kabanov, Jurij M.
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 105-119
Persistent link: https://www.econbiz.de/10003939485
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