Christophe Stricker

According to our database1, Christophe Stricker authored at least 7 papers between 1997 and 2007.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2007
No-arbitrage criteria for financial markets with transaction costs and incomplete information.
Finance Stochastics, 2007

Minimal Hellinger martingale measures of order <i>q</i>.
Finance Stochastics, 2007

2004
On the law of one price.
Finance Stochastics, 2004

2003
On the closedness of sums of convex cones in <i>L</i><sup>0</sup> and the robust no-arbitrage property.
Finance Stochastics, 2003

2002
No-arbitrage criteria for financial markets with efficient friction.
Finance Stochastics, 2002

2000
Implied savings accounts are unique.
Finance Stochastics, 2000

1997
Weighted norm inequalities and hedging in incomplete markets.
Finance Stochastics, 1997


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