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..................................Publications
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Markets
with Transaction Costs.
Mathematical Theory.
Springer-Verlag, 2009.
With M. Safarian.
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Two-Scale Stochastic Systems.
Asymptotic Analysis and Control.
Springer-Verlag,
2003.
With Serguei Pergamenshchikov.
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| Edited
Books |
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Statistics
and Control of Stochastic Processes. V. 2. Steklov Seminar,
1985-1986.
Optimization Software, Inc., Publications Div., New York,
1989. Editors: Shiryaev A.N., Krylov N.V., Novikov A.A.,
Kabanov Yu.M. |
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Statistics
and Control of Stochastic Processes.
The Liptser Festschrift.
World Scientific,
Singapore, 1997.
Editors: Kabanov Yu.M., Rozovskii B.L., Shiryaev A.N. |
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Louis Bachelier.
Aux origines de la finance mathématique.
Presses Universitaires Franc-Comtoises,
2002, Besançon.
Editors: Courtault J.-M., Kabanov Yu.M. |
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From
Stochastic Calculus to Mathematical Finance.
The Shiryaev Festschrift.
Springer-Verlag,
2006.
Editors: Kabanov Yu.M., Liptser R., Stoyanov J. |
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Inspired by Finanace.
The Musiela Festschrift.
Springer-Verlag,
2014.
Editors: Kabanov Yu., Rutkowski M., Zariphopoulou Th.
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