Narrow search
Showing 1 - 10 of 19
Cover Image
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
Cover Image
Hedging and liquidation under transaction costs in currency markets
Kabanov, Yuri M. - In: Finance and stochastics 3 (1999) 2, pp. 237-248
Persistent link: https://www.econbiz.de/10001367370
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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