Yuri M. Kabanov

Finance · 2000–2010

A researcher in the Science corpus: 8 papers; trusts 3 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Yuri M. Kabanov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Marco Frittelli
  2. Freddy Delbaen
  3. Peter Grandits

Who trusts Yuri M. Kabanov overall

  1. Walter Schachermayer
  2. Paolo Guasoni
  3. Dirk Becherer
  4. Jocelyne Bion-Nadal
  5. Isaac M. Sonin
  6. Mark P. Owen
  7. Freddy Delbaen
  8. Ilya S. Molchanov
  9. Robert Almgren
  10. Martin Schweizer

Papers from Yuri M. Kabanov's perspective

Ordered by how strongly the researchers Yuri M. Kabanov trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  2. Exponential Hedging and Entropic Penalties
  3. On the Existence of Minimax Martingale Measures
  4. Optimal investment in incomplete markets when wealth may become negative
  5. Convex measures of risk and trading constraints (Finance and Stochastics)
  6. Coherent Risk Measures on General Probability Spaces
  7. Pricing and hedging in incomplete markets
  8. Coherent and convex risk measures for bounded cadlag processes
  9. Fundamental Theorems of Asset Pricing for Good Deal Bounds
  10. Pricing Via Utility Maximization and Entropy

Their papers