Browsing CEREMADE (UMR CNRS 7534) by Author "Kabanov, Yuri"
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Consistent Price Systems and Arbitrage Opportunities of the Second Kind in Models with Transaction Costs
Lépinette, Emmanuel; Kabanov, Yuri (2012) Article accepté pour publication ou publié -
Consumption-investment optimization problem in a Lévy financial model with transaction costs
De Vallière, Dimitri; Kabanov, Yuri; Lépinette, Emmanuel (2015-01) Article accepté pour publication ou publié -
Essential supremum and essential maximum with respect to random preference relations
Kabanov, Yuri; Lépinette, Emmanuel (2013) Article accepté pour publication ou publié -
Essential Supremum with Respect to a Random Partial Order
Lépinette, Emmanuel; Kabanov, Yuri (2013) Article accepté pour publication ou publié -
Mean square error for the Leland-Lott hedging strategy: convex pay-offs
Lépinette, Emmanuel; Kabanov, Yuri (2010) Article accepté pour publication ou publié -
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno; Kabanov, Yuri; Touzi, Nizar (2001) Article accepté pour publication ou publié