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Kabanov, Jurij M. [Author]; Safarian, Mher M. [Author]

Markets with transaction costs : mathematical theory

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Berlin; Heidelberg: Springer, 2009

Published in: Springer finance
Kabanov, Yuri [Author] ; Pergamenščikov, Sergej M. [Other]

Two-Scale Stochastic Systems : Asymptotic Analysis and Control

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Berlin, Heidelberg: Springer, 2003

Published in: Applications of Mathematics, Stochastic Modelling and Applied Probability ; 49- Stochastic Modelling and Applied Probability ; 49- SpringerLink ; Bücher- Springer eBook Collection ; Mathematics and Statistics
Kühn, Christoph [Author] ; Klüppelberg, Claudia [Contributor]; Klüppelberg, Claudia ;Kabanov, Yuri [Contributor]

Shocks and Choices - an Analysis of Incomplete Market Models ; Schocks und Wahlmöglichkeiten - eine Analyse unvollständiger Marktmodelle

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Technical University of Munich; Technische Universität München, 2007-07-18
Di Tella, Paolo [Author] ; Engelbert, Hans-Jürgen [Degree supervisor]; Kabanov, Yuri [Degree supervisor]; Pavlyukevich, Ilya [Degree supervisor]

On the predictable representation property of martingales associated with lévy processes

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... to E-book via Resolving system

... to E-book via German National Library

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Jena: Thüringer Universitäts- und Landesbibliothek Jena, 2014
Filatova, Olga [Author]; Kabanov, Yury [Author]; Misnikov, Yuri [Author]

Public deliberation in Russia: deliberative quality, rationality and interactivity of the online media discussions

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2019

Published in: Interaktive, elektronische Medien
Kabanov, Yuri

In discrete time a local martingale is a martingale under an equivalent probability measure

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Springer Science and Business Media LLC, 2008

Published in: Finance and Stochastics, 12 (2008) 3, Seite 293-297
Kabanov, Yuri

Review: Some Aspects of Brownian Motion: Part II, Some Recent Martingale Problems

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American Statistical Association, 1998

Published in: Journal of the American Statistical Association, 93 (1998) 443, Seite 1246-1247
Antipov, Viktor; Kabanov, Yuri

Ruin Probabilities with Investments in Random Environment: Smoothness

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MDPI AG, 2024

Published in: Mathematics, 12 (2024) 11, Seite 1705
Kabanov, Yuri; Promyslov, Platon

Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments

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Springer Science and Business Media LLC, 2023

Published in: Finance and Stochastics, 27 (2023) 4, Seite 887-902
Kabanov, Yuri; Pergamenshchikov, Sergey

On ruin probabilities with investments in a risky asset with a regime-switching price

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Springer Science and Business Media LLC, 2022

Published in: Finance and Stochastics, 26 (2022) 4, Seite 877-897
Kabanov, Yuri; Pukhlyakov, Nikita

Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior

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Cambridge University Press (CUP), 2022

Published in: Journal of Applied Probability, 59 (2022) 2, Seite 556-570
Grépat, Julien; Kabanov, Yuri

On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs

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Springer Science and Business Media LLC, 2021

Published in: Finance and Stochastics, 25 (2021) 1, Seite 167-187
Ellanskaya, Anastasiya; Kabanov, Yuri

On ruin probabilities with risky investments in a stock with stochastic volatility

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Springer Science and Business Media LLC, 2021

Published in: Extremes, 24 (2021) 4, Seite 687-697
Kabanov, Yuri; Pergamenshchikov, Serguei

Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process

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Springer Science and Business Media LLC, 2020

Published in: Finance and Stochastics, 24 (2020) 1, Seite 39-69
Kabanov, Yuri; Pergamenshchikov, Serguei

In the insurance business risky investments are dangerous: the case of negative risk sums

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Springer Science and Business Media LLC, 2016

Published in: Finance and Stochastics, 20 (2016) 2, Seite 355-379
Kabanov, Yuri; Lépinette, Emmanuel

Essential supremum and essential maximum with respect to random preference relations

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Elsevier BV, 2013

Published in: Journal of Mathematical Economics, 49 (2013) 6, Seite 488-495
Kabanov, Yuri; Lépinette, Emmanuel

Essential supremum with respect to a random partial order

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Elsevier BV, 2013

Published in: Journal of Mathematical Economics, 49 (2013) 6, Seite 478-487
Denis, Emmanuel; Kabanov, Yuri

Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs

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Springer Science and Business Media LLC, 2012

Published in: Finance and Stochastics, 16 (2012) 1, Seite 135-154
Grépat, Julien; Kabanov, Yuri

Small transaction costs, absence of arbitrage and consistent price systems

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Springer Science and Business Media LLC, 2012

Published in: Finance and Stochastics, 16 (2012) 3, Seite 357-368
Denis, Emmanuel; Kabanov, Yuri

Mean square error for the Leland–Lott hedging strategy: convex pay-offs

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Springer Science and Business Media LLC, 2010

Published in: Finance and Stochastics, 14 (2010) 4, Seite 625-667

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