Yuri M. Kabanov

Publication Activity (10 Years)

Years Active: 1996-1999
Publications (10 Years): 0

Publications

Yuri M. Kabanov
Hedging and liquidation under transaction costs in currency markets. Finance Stochastics 3 (2) (1999)
Yuri M. Kabanov, Dmitry O. Kramkov
Asymptotic arbitrage in large financial markets. Finance Stochastics 2 (2) (1998)
Hans Föllmer, Yuri M. Kabanov
Optional decomposition and Lagrange multipliers. Finance Stochastics 2 (1) (1997)
Yuri M. Kabanov, Mher M. Safarian
On Leland's strategy of option pricing with transactions costs. Finance Stochastics 1 (3) (1997)
Yuri M. Kabanov, Wolfgang J. Runggaldier
On control of two-scale stochastic systems with linear dynamics in the fast variables. Math. Control. Signals Syst. 9 (2) (1996)