Yu. M. Kabanov

On Sets of Laws of Continuous Martingales

Yu. M. Kabanov, 2021 .

A first order approximation for the convergence of distributions of the cox processes with fast Markov switchings

G. B. Di Masi, Yu. M. Kabanov, 1995 .

No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the Harrison–Pliska Theorem

Yu. M. Kabanov, Y. Kabanov, D. Kramkov, 1995 .

Mean-variance hedging of options on stocks with Markov volatilities

Wolfgang J. Runggaldier, G. B. Di Masi, Yu. M. Kabanov, 1995 .

Toward the Theory of Pricing of Options of Both European and American Types. I. Discrete time

Albert N. Shiryaev, Yu. M. Kabanov, A. Shiryaev, 1995 .

Criteria of absolute continuity of measures corresponding to multivariate point processes

Yu. M. Kabanov, Y. Kabanov, R. S. Lipcer, 1976 .