Treffer 1 - 20 von 26 für Suche: 'Yuri Kabanov', Suchdauer: 0.36s
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von Kabanov, Yuri in Journal of the American Statistical Association : JASA : the premier journal of statistical science Vol. 93, No. 443 (1998), p. 1246-1247
...10.2307/2669887 doi 2669887 2669887 ger GBVCP eng Kabanov, Yuri Yor, Marc: Some Aspects of Brownian...
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    von Kabanov, Yuri Veröffentlicht 2014
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          von Kabanov, Yuri in Finance and stochastics Vol. 12, No. 3 (2008), p. 293-298
          ... martingale is a martingale under an equivalent probability measure Kabanov, Yuri in Finance and stochastics...
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            von Kabanov, Yuri in Finance and stochastics Vol. 8, No. 2 (2004), p. 207-228
            ... portfolio optimization in models with transaction costs Kabanov, Yuri Klüppelberg, Claudia in Finance and...
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              von Chow, Paul L. in SIAM review Vol. 45, No. 4 (2003), p. 826-828
              ...25054473 25054473 ger GBVCP eng Chow, Paul L. Kabanov, Yuri; Pergamenshchikov, Sergei: Two-Scale...
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                von Grépat, Julien in Finance and stochastics Vol. 16, No. 3 (2012), p. 357-369
                ..., absence of arbitrage and consistent price systems Grépat, Julien Kabanov, Yuri in Finance and stochastics...
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                  von Denis, Emmanuel in Finance and stochastics Vol. 14, No. 4 (2010), p. 625-668
                  ... Leland–Lott hedging strategy: convex pay-offs Denis, Emmanuel Kabanov, Yuri in Finance and stochastics...
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                    von Denis, Emmanuel in Finance and stochastics Vol. 16, No. 1 (2011), p. 135-155
                    ... Kabanov, Yuri in Finance and stochastics Berlin : Springer Vol. 16, No. 1 (2011), p. 135-155 16:1<135-155...
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                      von Kabanov, Yuri in Finance and stochastics Vol. 20, No. 2 (2016), p. 355-379
                      ... initial reserve for generally distributed jumps. Kabanov, Yuri Pergamenshchikov, Serguei in Finance and...
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                        von Kabanov, Yuri M. in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 12, No. 2 (2002), p. 125-134
                        ... Portfolio for the Exponential Utility Maximization: Remarks to the Six-Author Kabanov, Yuri M. Stricker...
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                          von Kabanov, Yuri M. in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 12, No. 1 (2002), p. 63-70
                          ... Transaction Costs in Currency Markets: A Continuous-Time Model Kabanov, Yuri M. Last, Günter in Mathematical...
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                            von Frolova, Anna in Finance and stochastics Vol. 6, No. 2 (2002), p. 227-236
                            ... risky investments are dangerous Frolova, Anna Kabanov, Yuri Pergamenshchikov, Serguei in Finance and...
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                              von Kabanov, Yuri M in Mathematics of control, signals, and systems : MCSS Vol. 9 (1996), p. 107-122
                              ...-601 Kabanov, Yuri M Runggaldier, Wolfgang J. in Mathematics of control, signals, and systems : MCSS...
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                                von Björk, Tomas in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 7, No. 2 (1997), p. 211
                                ... Presence of Marked Point Processes Björk, Tomas Kabanov, Yuri Runggaldier, Wolfgang in Mathematical finance...
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                                  von Kabanov, Yuri in Finance and stochastics Vol. 6, No. 3 (2002), p. 371-382
                                  ... financial markets with efficient friction Kabanov, Yuri Rásonyi, Miklos Stricker, Christophe in Finance and...
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                                    von Kabanov, Yuri M. in Finance and stochastics Vol. 1 (1997), p. 239-250
                                    ... Kabanov, Yuri M. Safarian, Mher M. in Finance and stochastics Vol. 1 (1997), p. 239-250 1<239-250 (DE-601...
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                                      von Kabanov, Yuri in Finance and stochastics Vol. 7, No. 3 (2003), p. 403-412
                                      ... of convex cones in L0 and the robust no-arbitrage property Kabanov, Yuri Rásonyi, Miklos Stricker...
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                                        von Delbean, Freddy in Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 12, No. 1 (2002), p. 45-62
                                        ... Transaction Costs in Currency Markets: A Discrete-Time Model Delbean, Freddy Kabanov, Yuri M. Valkeila, Esko...
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