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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

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Links

On csauthors.net:

Bibliography

2007
No-arbitrage criteria for financial markets with transaction costs and incomplete information.
[BibTeX]
[DOI]
Dimitri De Vallière
,
Yuri Kabanov
,
Christophe Stricker
Finance Stochastics, 2007

Minimal Hellinger martingale measures of order <i>q</i>.
[BibTeX]
[DOI]
Tahir Choulli
,
Christophe Stricker
,
Jia Li
Finance Stochastics, 2007

2004
On the law of one price.
[BibTeX]
[DOI]
Jean-Michel Courtault
,
Freddy Delbaen
,
Yuri Kabanov
,
Christophe Stricker
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.
[BibTeX]
[DOI]
Yuri Kabanov
,
Miklós Rásonyi
,
Christophe Stricker
Finance Stochastics, 2003

2002
No-arbitrage criteria for financial markets with efficient friction.
[BibTeX]
[DOI]
Yuri Kabanov
,
Miklós Rásonyi
,
Christophe Stricker
Finance Stochastics, 2002

2000
Implied savings accounts are unique.
[BibTeX]
[DOI]
Frank Döberlein
,
Martin Schweizer
,
Christophe Stricker
Finance Stochastics, 2000

1997
Weighted norm inequalities and hedging in incomplete markets.
[BibTeX]
[DOI]
Freddy Delbaen
,
Pascale Monat
,
Walter Schachermayer
,
Martin Schweizer
,
Christophe Stricker
Finance Stochastics, 1997


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