Two-scale stochastic systems asymptotic analysis and control von Kabanov, Jurij M. 1948-, Pergamenščikov, Sergej M.

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On Leland's strategy of option pricing with transaction costs von Kabanov, Jurij M. 1948-, Safarian, M. M.

From stochastic calculus to mathematical finance the Shiryaev Festschrift von Kabanov, Jurij M. 1948-, Lipcer, Robert S. 1936-, Stojanov, Jordan M.

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Optional decomposition and Lagrange multipliers von Föllmer, Hans 1941-, Kabanov, Jurij M. 1948-

Markets with transaction costs mathematical theory von Kabanov, Jurij M. 1948-, Safarian, Mher M. 1972-

Inhaltsverzeichnis

On Leland's strategy of option pricing with transaction costs von Kabanov, Jurij M. 1948-, Safarian, Mher M. 1972-

A stochastic modification of the von Neumann-Gale model of an expanding economy a turnpike theorem von Evstigneev, Igor' V., Kabanov, Jurij M. 1948-

Inspired by finance the Musiela Festschrift

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