On control of two-scale stochastic systems with linear dynamics in the fast variables. - Yuri M. Kabanov; Wolfgang J. Runggaldier (Math. Control. Signals Syst., 1996)

Towards a general theory of bond markets. - Tomas Björk; Giovanni B. Di Masi; Yuri Kabanov; Wolfgang J. Runggaldier (Finance Stochastics, 1997)

Optional decomposition and Lagrange multipliers. - Hans Föllmer; Yuri M. Kabanov (Finance Stochastics, 1997)

On Leland's strategy of option pricing with transactions costs. - Yuri M. Kabanov; Mher M. Safarian (Finance Stochastics, 1997)

Asymptotic arbitrage in large financial markets. - Yuri M. Kabanov; Dmitry O. Kramkov (Finance Stochastics, 1998)

Hedging and liquidation under transaction costs in currency markets. - Yuri M. Kabanov (Finance Stochastics, 1999)

In the insurance business risky investments are dangerous. - Anna Frolova; Yuri Kabanov; Serguei Pergamenshchikov (Finance Stochastics, 2002)

No-arbitrage criteria for financial markets with efficient friction. - Yuri Kabanov; Miklós Rásonyi; Christophe Stricker (Finance Stochastics, 2002)

On the closedness of sums of convex cones in L0 and the robust no-arbitrage property. - Yuri Kabanov; Miklós Rásonyi; Christophe Stricker (Finance Stochastics, 2003)

On the law of one price. - Jean-Michel Courtault; Freddy Delbaen; Yuri Kabanov; Christophe Stricker (Finance Stochastics, 2004)

Editorial. - Freddy Delbaen; Paul Embrechts; Hans Föllmer; Yuri Kabanov; Steven E. Shreve (Finance Stochastics, 2004)

A geometric approach to portfolio optimization in models with transaction costs. - Yuri Kabanov; Claudia Klüppelberg (Finance Stochastics, 2004)

No-arbitrage criteria for financial markets with transaction costs and incomplete information. - Dimitri De Vallière; Yuri Kabanov; Christophe Stricker (Finance Stochastics, 2007)

In discrete time a local martingale is a martingale under an equivalent probability measure. - Yuri Kabanov (Finance Stochastics, 2008)

Hedging of American options under transaction costs. - Dimitri De Vallière; Emmanuel Denis; Yuri Kabanov (Finance Stochastics, 2009)

Mean square error for the Leland-Lott hedging strategy: convex pay-offs. - Emmanuel Denis; Yuri Kabanov (Finance Stochastics, 2010)

Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs. - Emmanuel Denis; Yuri Kabanov (Finance Stochastics, 2012)

Small transaction costs, absence of arbitrage and consistent price systems. - Julien Grépat; Yuri Kabanov (Finance Stochastics, 2012)

No arbitrage of the first kind and local martingale numéraires. - Yuri Kabanov; Constantinos Kardaras; Shiqi Song (Finance Stochastics, 2016)

In the insurance business risky investments are dangerous: the case of negative risk sums. - Yuri Kabanov; Serguei Pergamenshchikov (Finance Stochastics, 2016)

Consumption-investment problem with transaction costs for Lévy-driven price processes. - Dimitri De Vallière; Yuri Kabanov; Emmanuel Lépinette (Finance Stochastics, 2016)

Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior. - Yuri Kabanov; Nikita Pukhlyakov (J. Appl. Probab., 2022)