Christophe Stricker

Weighted norm inequalities and hedging in incomplete markets

Freddy Delbaen, Pascale Monat, Walter Schachermayer et al. · Finance and Stochastics · 1997 · 122 citations · Full text

Business, Economics, Finance +10

No-arbitrage criteria for financial markets with efficient friction

Yuri Kabanov, Christophe Stricker · Finance and Stochastics · 2002 · 101 citations

Business, Economics, Finance +13

Follmer-Schweizer Decomposition and Mean-Variance Hedging for General Claims

Pascale Monat, Christophe Stricker · The Annals of Probability · 1995 · 84 citations · Full text

Engineering, Mathematics, Probability Theory +13

Minimal Hellinger martingale measures of order q

Tahir Choulli, Christophe Stricker, Jia Li · Finance and Stochastics · 2007 · 81 citations

Natural Sciences, Mathematics, Probability Theory +3

${\scr E}$-martingales and their applications in mathematical finance

Tahir Choulli, Leszek Krawczyk, Christophe Stricker · The Annals of Probability · 1998 · 72 citations · Full text

Engineering, Finance, Financial Economics +12