The following pages link to Youri M.Kabanov (Q1579535):
Displaying 50 items.
- (Q193734) (redirect page) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- No arbitrage of the first kind and local martingale numéraires (Q331366) (← links)
- Essential supremum with respect to a random partial order (Q393278) (← links)
- Essential supremum and essential maximum with respect to random preference relations (Q393279) (← links)
- An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral (Q581927) (← links)
- Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
- On the variation distance for probability measures defined on a filtered space (Q760083) (← links)
- A note on controlled diffusions on line with time-averaged cost (Q790787) (← links)
- On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms (Q800028) (← links)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- (Q930273) (redirect page) (← links)
- Markets with transaction costs. Mathematical theory. (Q930275) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments (Q1058223) (← links)
- Optimization and invariance of linear stationary control systems (Q1058495) (← links)
- Partial likelihood process and asymptotic normality (Q1095545) (← links)
- The infinitely-many-sites model as a measure-valued diffusion (Q1097191) (← links)
- On the convergence of point processes (Q1107210) (← links)
- Adaptive tests for stochastic processes in the ergodic case (Q1208955) (← links)
- On Leland's strategy of option pricing with transactions costs (Q1267818) (← links)
- Double barrier hitting time distributions with applications to exotic options (Q1276457) (← links)
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- Hedging and liquidation under transaction costs in currency markets (Q1297915) (← links)
- Absolute continuity of Markov chains (Q1299004) (← links)
- Towards a general theory of bond markets (Q1367703) (← links)
- Asymptotic arbitrage in large financial markets (Q1381309) (← links)
- Optional decomposition and Lagrange multipliers (Q1381482) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- Corporate financial decisions and market value. Studies on dividend policy, price volatility, and ownership structure (Q1389386) (← links)
- Non-arbitrage criteria for financial markets with efficient friction (Q1409835) (← links)
- On positive and negative moments of the integral of geometric Brownian motions (Q1579536) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Small transaction costs, absence of arbitrage and consistent price systems (Q1761449) (← links)
- On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property (Q1776004) (← links)
- On the law of one price (Q1776018) (← links)
- Portfolio selection based on upper and lower exponential possibility distributions (Q1809830) (← links)
- Random differential inclusions in Banach spaces (Q1820906) (← links)
- A sharp and strict \(L^ p\)-inequality for stochastic integrals (Q1822132) (← links)
- In the insurance business risky investments are dangerous (Q1849793) (← links)
- A geometric approach to portfolio optimization in models with transaction costs (Q1887272) (← links)
- The favorite point of a Poisson process (Q1890712) (← links)
- Quadratic covariation and an extension of Itô's formula (Q1903608) (← links)
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process (Q2282962) (← links)
- No-arbitrage criteria for financial markets with transaction costs and incomplete information (Q2463713) (← links)
- On control of two-scale stochastic systems with linear dynamics in the fast variables (Q2563991) (← links)
- On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817) (← links)
