Statistics
Publications
26
Citations
2.2K
H-Index
18
Active since
1993
Yuri Kabanov is an author at Université de Franche-Comté specializing in financial economics, finance, and economics.
Publications per year
1993–2022
26
26
Bond Market Structure in the Presence of Marked Point Processes
Tomas Björk, Yuri Kabanov, Wolfgang Runggaldier · Mathematical Finance · 1997 · 397 citations
Business, Finance, Mathematics +17
Towards a general theory of bond markets
Tomas Björk, Giovanni Di Masi, Yuri Kabanov et al. · Finance and Stochastics · 1997 · 333 citations · Full text
Engineering, Economics, Finance +17
Hedging and liquidation under transaction costs in currency markets
Yuri Kabanov · Finance and Stochastics · 1999 · 263 citations
Optional decomposition and Lagrange multipliers
Hans Föllmer, Yuri Kabanov · Finance and Stochastics · 1997 · 155 citations
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