scientific article; zbMATH DE number 1897418

zbMATH Open1113.91321MaRDI QIDQ4802413FDOQ4802413

Authors: Yuri Kabanov, Günter Last 

Publication date: 27 April 2003

Title of this publication is not available (Why is that?)

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• scientific article; zbMATH DE number 1795848

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited In (8)

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• Title not available (Why is that?)
• The pricing of financial derivatives under transaction costs.
• Asset pricing and hedging in financial markets with fixed and proportional transaction costs
• Hedging under Transaction Costs in Currency Markets: a Continuous-Time Model
• Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs
• Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
• Hedging of claims with physical delivery under convex transaction costs

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