Access Statistics for Юрий Михайлович Кабанов (Yuri Kabanov)

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bond markets where prices are driven by a general marked point process 0 0 0 411 0 1 1 1,818
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 0 1 25
From Stochastic Calculus to Mathematical Finance. The Shiryaev Festschrift 0 0 0 0 1 1 3 21
Louis Bachelier On the centenary of Théorie de la Spéculation 0 0 0 183 0 1 5 568
Markets with Transaction Costs. Mathematical Theory 0 0 0 0 0 1 3 37
Mean square error for the Leland-Lott hedging strategy 0 0 0 0 0 1 1 19
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 0 0 3 17
No arbitrage of the first kind and local martingale numéraires 0 0 0 1 0 0 1 21
On Leland's Strategy of Option Pricing with Transaction Costs 0 0 0 64 0 0 2 387
Optional decomposition and lagrange multipliers 0 0 0 14 0 0 1 129
Towards a General Theory of Bond Markets 0 0 1 753 0 0 3 2,103
Total Working Papers 0 0 1 1,426 1 5 24 5,145

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A geometric approach to portfolio optimization in models with transaction costs 0 0 0 17 0 2 3 74
A positive interest rate model with sticky barrier 0 0 0 55 0 1 1 252
Asymptotic arbitrage in large financial markets 0 0 1 224 0 0 3 1,047
Bond Market Structure in the Presence of Marked Point Processes 0 0 4 74 0 0 8 168
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 0 0 1 54
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 1 5 1 2 4 46
Editorial 0 0 0 4 0 0 0 29
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 0 0 1 45
Essential supremum with respect to a random partial order 0 0 1 7 0 0 2 39
Hedging and liquidation under transaction costs in currency markets 1 1 2 287 1 1 5 789
Hedging of American options under transaction costs 0 0 0 35 0 0 0 113
Hedging under Transaction Costs in Currency Markets: a Continuous‐Time Model 0 0 1 19 0 0 1 67
Hedging under Transaction Costs in Currency Markets: a Discrete‐Time Model 0 0 0 41 0 1 1 105
In discrete time a local martingale is a martingale under an equivalent probability measure 0 0 0 129 0 0 1 389
In the insurance business risky investments are dangerous 0 0 0 144 0 0 2 606
Louis Bachelier on the Centenary of Théorie de la Spéculation 0 0 0 84 0 3 7 440
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 0 0 1 77
No arbitrage of the first kind and local martingale numéraires 0 0 0 8 0 1 2 46
No-arbitrage criteria for financial markets with efficient friction 0 0 0 107 0 0 1 472
No-arbitrage criteria for financial markets with transaction costs and incomplete information 0 0 0 27 0 0 0 90
On Leland's strategy of option pricing with transactions costs 0 0 0 326 0 0 1 963
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs 0 0 0 7 0 1 2 26
On the law of one price 0 0 1 35 0 0 3 99
On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper 0 0 0 65 0 1 4 156
Option pricing by large risk aversion utility¶under transaction costs 0 0 0 0 0 1 1 18
Optional decomposition and Lagrange multipliers 0 0 0 197 0 0 2 1,121
Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process 0 0 0 6 1 2 2 23
Ruin probabilities for a Sparre Andersen model with investments 0 0 0 4 0 1 2 11
Small transaction costs, absence of arbitrage and consistent price systems 0 0 0 10 0 0 2 43
The Harrison-Pliska arbitrage pricing theorem under transaction costs 0 0 0 326 0 2 6 1,031
Towards a general theory of bond markets (*) 0 0 1 525 0 1 3 1,672
Total Journal Articles 1 1 12 2,789 3 20 72 10,111

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Mean Square Error for the Leland–Lott Hedging Strategy 0 0 0 3 0 1 1 17
Total Chapters 0 0 0 3 0 1 1 17

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12